If you are using Excel 2007 or 2010 then you want to go to the Developer tab. If you don't see the developer tab then click on Excel options and in the Popular tab you want to click/select the "Show developer tab".
In the Developer tab you will see where you can import or export using XML. Their is a lot of info on this on the web, especially Microsoft's Office website.
See here for developer tab instructions[
^]