Especially for German users:
Beside the way described above, there is another way to save the .csv files with a comma as the list seperator and every cell in quotes that includes a comma.
You can download a wonderful Add-In from Nils Kaczenski's Homepage: http://www.kaczenski.de/2004/09/27/excel-csv-addin/
German installation description can be found here (at the bottom of the page): http://www.faq-o-matic.net/content/view/85/80/

Or just copy it to your Application Data\Microsoft\AddIns folder in your home directory.
Start the Add-In with Shift+Ctrl+X. Then select the place where to save the file and the seperator (,).
Works fine.