I tried holding shift and selecting the two parts together before generating the supports but the rafts are just the same as single part raft but overlapping each other. How are you meant to print more that one part on the same raft?
One way to do this is to import them from a common .stl file. They would have to be placed quite close together for PreForm to give them a common raft.
Thanks for your answer @rybu that works for me