Exporting multiple lines of text for links seems to work fine in latest version. If you don't want to upgrade, replace your link texts with ShapeNodes before exporting:

Diagram copy = new Diagram();
copy.LoadFromString(diagram.SaveToString());
foreach (DiagramLink link in copy.Links)
{
	ShapeNode label = copy.Factory.CreateShapeNode(0, 0, 100, 100);
	label.Text = link.Text;
	label.Transparent = true;
	label.ResizeToFitText(FitSize.KeepRatio);
	label.Move(
		link.Bounds.X + link.Bounds.Width / 2 - label.Bounds.Width / 2,
		link.Bounds.Y + link.Bounds.Height / 2 - label.Bounds.Height / 2);
	link.Text = "";
}

pdfExporter.Export(copy, sfd.FileName); 

I hope that helps,
Stoyan

I changed it a little bit, it seems to work:

            Dim copy As Diagram = New Diagram()
            copy.LoadFromString(Diagram1.SaveToString)
            For Each link As DiagramLink In copy.Links
                Dim label As ShapeNode = copy.Factory.CreateShapeNode(0, 0, 500, 500)
                label.Font = link.Font
                label.Text = link.Text
                label.Transparent = True
                label.Move(link.Bounds.X + link.Bounds.Width / 2 - label.Bounds.Width / 2, _
                           link.Bounds.Y + link.Bounds.Height / 2 - label.Bounds.Height / 2)
                link.Text = ""
            Next
            loExporter.Export(copy, SaveFileDialog1.FileName)

Thanks.