Use the same destination backup set. To back them up at the same time, select each volume you want to back up in the volume selection window. You can make a non-contiguous selection using the Command key or select a range of volumes using the Shift key. When you execute the backup, Retrospect backs up each of the selected volumes, one after another.

You can later do backups of other volumes to the same backup set and Retrospect will add them to the tape.