J_V,

If you use data only and export the page header only on the first page and suppress the page footer the export will have the column headings from the page header and the data below.

Keep in mind that DataFlex Reports is not directly meant/designed for exporting the data out of the database to Excel but designed as report engine that can format the data and then use Excel as one of the export techniques.

If you are looking for export only look at the LibXL Library to implement in your own project.