Hello Microsoft Guru's

I need a little help from you guys.
What happens is when we take a list out of SAP:

List - Save to PC file - Save list in file... Spreadsheet.
then save the file as eg. filename.xls

When i open the file it looks like a excel file, but when i save the
changes in excel i get a window up that says:

filename.xls may contain features that are not compatible with Text
(tab delimited). Do you want to keep the workbook in this format?

°To keep this format, which leaves out any incompatible feature, click
Yes.

°To preserve the features, click No. Then save a copy in the latest
excel format.

°To see what might be lost, click Help.

Then again, If i say save as.. and select the original file then it
looks like it´s a .txt file not .xls and i have to save it especially
as .xls
I don´t want to have to tell people that they have to import the file into
Excel, just opening the file should be enough.

Does anyone know what i´m talking about???
I have talked to the people at SAP and they say it´s a Microsoft problem.

Thanks
SAPGirl