I'm having issues also with exporting to excel but I've been using this :
CREATE Procedure [ExportToExcelSheet](@fileName varchar(255))
as
Declare @sql varchar(1000)
Set @sql ='
insert into OPENROWSET(''Microsoft.Jet.OLEDB.4.0'',
''Excel 8.0;Database='+@fileName+';HDR=YES'',
''SELECT...