The Make csv stats file... option in the Tools menu creates a .csv (Comma Separated Variables) file containing the names of all the players in the option file, along with their stats and the squads they are in.
CSV files can be opened by most Spreadsheet software (Excel, OpenOffice, etc.).
To use a .csv stats file with the included Excel template:
Use Make csv stats file... to make a .csv file (don't tick the Column Headings box)
Open a new Excel sheet
Import the .csv file you just created
Select all the cells containing data
Copy the selected cells to the clipboard
Open the provided template (template.xls)
Use the Paste Special option to paste just the values into cell A2
Add AutoFilter (From the Data menu, choose Filter, AutoFilter)