Macro Fault - Excel 2002 sp3 Portuguese

I did this steps
Start Excel
Open a CSV file
Select Column A
Choice Data/Textto Collumns - Delimited/Colon/Finish
The process was completed ok

I repeated this process including another step
Start Excel
Open a CSV file
Choice Macro/Recording Macro
Select Column A
Choice Data/Textto Collumns - Delimited/Colon/Finish

I received this Portuguese message "Numero excessivo de continuações de linhas" translate to English "Excessive Continuation lines"

I don´t understand what happen and what i need to do to solve this problem?

The CSV file was attached in Zip File