Use o gravador de macros e grave tudo em uma macro.
Aqui está o que eu obtive quando eu macroei uma importação comum da minha:
With ActiveSheet.QueryTables.Add(Connection:="TEXT;E:\AEP_out.txt", _
Destination:=Range("A1"))
.Name = "AEP_out"
.FieldNames = True
.RowNumbers = False
.FillAdjacentFormulas = False
.PreserveFormatting = True
.RefreshOnFileOpen = False
.RefreshStyle = xlInsertDeleteCells
.SavePassword = False
.SaveData = True
.AdjustColumnWidth = True
.RefreshPeriod = 0
.TextFilePromptOnRefresh = False
.TextFilePlatform = 437
.TextFileStartRow = 1
.TextFileParseType = xlFixedWidth
.TextFileTextQualifier = xlTextQualifierDoubleQuote
.TextFileConsecutiveDelimiter = False
.TextFileTabDelimiter = True
.TextFileSemicolonDelimiter = False
.TextFileCommaDelimiter = False
.TextFileSpaceDelimiter = False
.TextFileColumnDataTypes = Array(2, 1, 1, 1)
.TextFileFixedColumnWidths = Array(27, 16, 22)
.TextFileTrailingMinusNumbers = True
.Refresh BackgroundQuery:=False
End With