I use SIView to accomplish this. You will need to convert the recordings to .xtf files first, using HB's sontoxtf program.
Once you open the file in SIView, you just export the track. You have a choice of text file or gpx file formats. I recommend you do both, as the gpx file can be re-uploaded to your HB as a track, which will show you where you have already been. For the depth data, just edit the exported file as you wish - I use Excel to reformat to suit my mapping program.
Keep your recordings under 1 hour, otherwise you will begin to run into memory issues on your PC.