Even though when you click and download, they come down as .xls files; they are really formatted for web browser viewing, and not importing into Excel.
I can think of three options:
1. Contact the SEC and see if there is a true xls download link;
2. Highlight the document, copy and paste it into MS word and save as a TEXT file and then attempt to open it in Excel and see if it will properly use its IMPORT tool; and/or
3. See if there is a MIME to xls conversion tool. You might want to repost the newly updated question in Mac Applications instead of in Hardware/MacBook, so that you get a more defined audience.
GOOD LUCK!