I've studied the built-in Help section of Weatherlink and it appears that when you choose to export the data, the format is tab-delimited. You don't have to open the file and copy/paste it into Excel. Choose File > Open and then choose another format from the list. I believe the file format is CSV.
Here's what it says in the Help section for the Exported Data topic:
When you create an export file, the software creates a tab-delimited text file. All that means is that the software creates a text file with each record on a separate row and a tab inserted between each piece of data in that row. Most popular spreadsheet and database packages are able to open or import tab-delimited text files while maintaining the structure of the original database. Consult your program’s documentation for instructions on importing tab-delimited text files. You can also open or import the file in most popular word processor programs as a text file. Because tabs separate the columns of data, you can choose most any desired font.