Hi,
Personally, I use Excel 2002 and I do it with the "external data" toolbar which allows you to take information from the Internet. On Bloomberg, however, it is not very practical, because you have to take the entire page of data, then program your spreadsheet so that it goes to look for all the data that interests you in the list of downloaded information.
On Excel 2007 there may be better functions to accomplish this.
Finally, there is a possibility to easily download MSN Money quotes into Excel, but from experience the prices sometimes disappear. :S