I wouldn't use Genbank to retrieve the positions of the exons as some records can be poorly annotated.
You can use the mysql database of the UCSC to get the genomic positions of the exons and then retrieve the DNA sequences using fastacmd or UCSC/DAS-DNA
mysql --user=genome --host=genome-mysql.cse.ucsc.edu -A -D hg19 -P 3306 -e 'select exonStarts,exonEnds from knownGene as K,kgXref as X where geneSymbol="CD55" and X.kgId=K.name'
+----------------------------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------------------------------+
| exonStarts | exonEnds |
+----------------------------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------------------------------+
| 207494816,207495726,207497903,207498966,207500096,207504452,207510037,207510673,207512741,207513735,207532890, | 207495210,207495912,207498095,207499066,207500182,207504641,207510163,207510754,207512762,207513853,207534309, |
| 207494816,207495726,207497903,207498966,207500096,207504452,207510037,207510673,207512741,207532890, | 207495210,207495912,207498095,207499066,207500182,207504641,207510163,207510754,207512762,207534309, |
| 207494816,207495726,207498966,207500096,207504452,207510037,207510673,207512741,207532890, | 207495210,207495912,207499066,207500182,207504641,207510163,207510754,207512762,207534309, |
| 207494816,207495726,207497903,207498966,207500096,207504452,207510037,207510673,207512741,207513735, | 207495210,207495912,207498095,207499066,207500182,207504641,207510163,207510754,207512762,207514081, |
| 207494816,207495726,207497903,207498966,207500096,207504452,207510037,207510673,207512741,207527351,207532890, | 207495210,207495912,207498095,207499066,207500182,207504641,207510163,207510754,207512762,207527444,207534309, |
+----------------------------------------------------------------------------------------------------------------+----------------------------------------------------------------------------------------------------------------+
That's great! you really give me good suggestions. I will use perl to run mysql and get all my target transcripts.