I did not say that Excel does a bad job :) Hehe.
I found a macro and that does what I need. I thought of programming
such a macro but as there are many one out there, I use them :)

Thank you :)

Just in case this could help others in the same case and that would
get on this thread, the VBA macro I use is the following one, that can
be found on the URL
http://www.developerfood.com/comma-delimited-export/microsoft-public-excel/366c6
ba2-336b-4e8f-bc06-5298ee062614/article.aspx

I Public Sub TextNoModification()
   Const DELIMITER As String = vbTab
   Dim myRecord As Range
   Dim myField As Range
   Dim nFileNum As Long
   Dim sOut As String

   nFileNum = FreeFile
   Open "D:\outputfiles\datafile1.txt" For Output As #nFileNum
   For Each myRecord In Range("A1:A" & Range("A" &
Rows.Count).End(xlUp).Row)
       With myRecord
           For Each myField In Range(.Cells(1), _
                   Cells(.Row, Columns.Count).End(xlToLeft))
               sOut = sOut & DELIMITER & myField.Text
           Next myField
           Print #nFileNum, Mid(sOut, 2)
           sOut = Empty
       End With
   Next myRecord
   Close #nFileNum
End Sub