It seems like everyone is having this issue. This is very common problem and i have been looking for its solution for a long time too. I have found a solution and have tested it to make sure it works for almost all languages.
This is problem with Excel NOT the data format that is exported. Here are the steps
1- download the exported CSV/XLS file from your website.
2- Open Excel 2007
3- Open a new file
4- Click the Data Menu option
5- Click "From Text" button
6- Select the file you downloaded
7- Make sure "Delimited" is selected and Press Next
8- Check the delimiter characters that you know are in your file like Comma or Tab or whatever is in your case. You can select more than one
9- Proceed to Next Step and Finich
10- Your excel file will be ready with all you data displayed correctly
I hope that helps someone who has been frustrated on this.