Here's a video showing how to do it:
http://www.adapx.com/Product-Demonstrations/Capturx-Forms-for-Microsoft-Excel.html
You can also publish the Excel form to SharePoint, so that data can
flow directly to the server.
Here's a video about how that works:
http://www.adapx.com/Product-Demonstrations/Capturx-for-Sharepoint-Server.html
Data can be exported as XML, CSV, or routed from the Sharepoint
server.
Phil