But the times they are a-changin' and nowadays Excel files are stored in the OpenXml format. Download the OpenXML SDK at http://www.microsoft.com/downloads/en/details.aspx?FamilyID=c6e744e5-36e9-45f5-8d8c-331df206e0d0&displaylang=en and you can go ahead building your own pipeline components for importing of .xlsx and .xlsm files.
Here is an example of how you might do it. I highlighted the parts you should take special notice to.
A short explanation of the properties I'm using here:
With this property set to 'false', the resulting XML looks like this:
When you set it to 'true', the XML will look like this:
Note that I'm adding the column as a prefix to make sure that the tags are different, even if there are 2 columns with the same header.
The name of the root-element of the resulting XML. It will default to 'root'.
The name of the row-elements of the resulting XML. It will default to 'row'.
The namespace that will be used in the resulting XML. It defaults to 'nonamespace'.