Several options, each with pros and cons:

1. _VFP.DataToClip(cAlias,nRecordCount,3) && Copy to Clipboard
Open Excel and Paste

This method is very slow on large datasets. Also, fields are not always formatted as you think they would be. Ex: 123-45-6789 (SS#) is Character 9 (stored as 123456789) in VFP, but when it gets to Excel, it is numeric.

2. Copy To cfilename Delimited
Open Excel
Open cfilename (from a text delimited file)

This method is quicker, but more housekeeping since you are writing to temporary txt file.

These are two options off the top of my head.
Let me know if you need the Excel COM code for either method.