Setting within .txt (delimited) file

Occasional Visitor

Please can someone help?

 

I have converted an excel file to .txt (delimited). and I know this sounds strange but last time I did this a menu popped up which allowed me to tick a box indicating the data has headings ... I can't seem to access that menu - How do I get .txt file to recognise the data has headings 

 

Thanks 

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