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I already changed the option to include column headers(Tools->option->results to grid->include column headers). Yet if I copy paste a Table or SQL query grid data results into Excel, i don't export the column names. How do I get column names to be simply copied from SQL table to Excel? I am new to SSMS and this is driving me crazy. What does it mean when it says changes will take effect in new window or something. What does it mean? Thanks

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The option will not be set for existing query windows. It only gets applied to new query windows that are created after the option is set.

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