You are getting this because the excel spreadsheet is still open.

Do you still need it open at this point?

You will also need to check to see if the tmpnan already exists otherwise you'l get a "Do you wish to Overwrite" message. You could set safety off at this point but probably easier to check for the file and delete the contents.

IF !FILE("tmpnan.dbf")
copy file nan.dbf to tmpnan.dbf
ELSE
use tmpnan in 0
sele tmpnan
delete all
ENDIF