OPENROWSET can't import an excel spreadsheet into SQL Server 2005 Express
Ok well I found the solution or at least its one or both of the two


Instead of running express with the Network Service account, I created a regular user.  Then I gave that user rights to the folder with the excel spreadsheets.
I had already installed AccessDatabaseEngine.exe but I hadn't restarted the computer.  This time I restarted it.


This is the OPENROWSET SELECT statement I used


  SELECT
  FT_ID_SOCIETE_FF2C,FT_NOM,FT_ADR1,FT_ADR2,FT_CP,FT_VILLE,FT_TEL,FT_FAXFROM
  OPENROWSET  ('Microsoft.Jet.OLEDB.4.0','Excel
  8.0;Database=D:\SQLFTP\LISTEFF3CFTP.xls;HDR=YES',  'select * from [Requêtechauffage fioul$]');


So maybe it was a permissions problem?  Weird since I could import csv files.
Maybe it was just having to restart the computer after having installed AccessDatabaseEngine.exe.