I think you might be doing Save As... rather than Export.

You should have the option "Export to Tab Separated File" under the File menu?  That will export to a TSV format which Excel can read quite happily.

Are they literally just flat HTML files - not served from a CMS or anything?

Do you know what kind of server you are on?  You can probably find out here http://news.netcraft.com/ (box top left)

If you're on Apache, then see if you can edit your .htaccess file - this should be in the root of your web space.  Note: editing .htaccess can seriously muck up your site if you get it wrong.  It depends what kind of redirect you want to do, but if you're just looking to redirect abc.html to xyz.html then you'd add in a line like this:

redirect 301 /abc.html /xyz.html

If you're on IIS I'd have to bow to someone with better knowledge of IIS...

No, Javascript is run at the client (browser) side and a 301 has to be done server side.

However, it's really quite simple to do using PHP or ASP - have a look at http://www.webconfs.com/how-to-redirect-a-webpage.php which gives sample code for various languages.

So if I was being charitable, I'd say that's a CMS issue - possibly there's a library of links somewhere internally which have been tagged up incorrectly, and this is a dynamic list which is just pulling back everything tagged up accordingly.

You can see it if you click the "+ Explore The Site" link, which expands to give several lists of links.  The last column "Business Services" looks ... interesting ...