>>>Try adding NOFILTER in your select statement and TYPE XL5. Also, did you verify that the file contains data?
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>>Changing to XL5 fixed the problem. I did not have to type NOFILTER. Thanks!
>>
>>Interesting - the XLS worked on my machine (Win 7), but not on the other (Windows Server 2008 R2 Standard).
>
>NOFILTER is a must in your situation because you're selecting all the columns and using a where condition. It may result in the filtered result.

While I agree with you about the use of NOFILTER (except I always use READWRITE) I don't think it's relevant to Yossi's problem. If the COPY TO didn't respect the filter condition (although, as Tore says, I expect that it always should) wouldn't the result be the entire source table, not just the filtered records?