Microsoft has introduced security measures with Office 2000 and later versions which, by default, block Office applications from being DDE Clients. See Microsoft Office security.
Microsoft Office applications appear to support varying degrees of long file names with DDE. See Long file names in DDE.
To enable DDE remote requests in Microsoft Excel, you need to verify the Ignore other applications check box is cleared (the default setting). In Excel 2003, use Tools | Options | General to adjust this setting.