I have Web Essentials installed as I love the side by side editing, but I use the TypeScript compiler from within the project file to compile a single output.
The details are here: http://www.stevefenton.co.uk/Content/Blog/Date/201301/Blog/Getting-The-Right-Set-Up-For-TypeScript/
But the chunk of code for your project file is:
<Target Name="BeforeBuild">
<Exec Command=""$(PROGRAMFILES)\Microsoft SDKs\TypeScript\$(TypeScriptVersion)\tsc" --out final.js @(TypeScriptCompile ->'"%(fullpath)"', ' ')" />
</Target>
You'll probably find this is mostly already there in your project file and you just need to add the --out flag.