I suspect that you are running into a bug in Excel. If you open a text file that starts with exactly a certain sequence of characters, Excel mistakenly generates this message. I do not recall exactly what the sequence was, but it used to be common with SPSS text output. Try editing your text file in, say, Notepad, and add a few extra characters at the beginning to see if it changes the behavior.
I believe that Microsoft had a fix for this at one point on their website, so you might try searching there for the message text you are seeing.
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Paula DIorio
Sent: Tuesday, June 27, 2006 1:50 PM
To: [hidden email] Subject: [SPSSX-L] Why exporting as a protected file??
I'm pretty new to v.14 and for some reason when I export a report from the
output as a text file it's exporting it as a protected file and then I
can't open it in excel....suggestions? thanks