I've released the first Beta version of PubMed2XL, a Windows application that converts article lists from pubmed.gov into Microsoft Excel files.
If you'd like to use the software you can download it. Yes, it's free.
Here's a little video tutorial on installing and using the software:
PubMed2XL: Basic Installation and Use from nitin arora on Vimeo.
PubMed2XL's documentation is available at: blog.humaneguitarist.org/projects/pubmed2xl/.
The documentation includes a download link to the program files.