In the past I would have a text file containing space delimited data inside
which was saved as a text file. I would rename the extension to .xls and
then double click it to get MS Excel to run. It would then pop up with the
Import External Data dialog and allow me to modify the way the data was
imported so that they could be placed in their own specific cels.

Recently, when I do the same steps, MS Excel automatically loads up the file
and places all the data in the first column within the excel file and does
not separate the data. I know I can go to the Data|Import External Data |
Import Data menu to get the dialog up but it was so much more convenient when
it came up right away.

Is there a setting which I can change to fix this?

Thanks