Simple Data Exports will create a CSV formatted file compressed inside of a .ZIP password protected file type.
Data Slices will create a CSV formatted file compressed inside of a .7z password protected file type.
For either option, the best program(s) to open/extract the contents are:
After you create the export, you can press F5 to refresh the page and it should appear in the list for download
Download file to your computer and in most cases, you should be able to download click on it to open it by default with either of the program(s) listed above.
If you have any further questions regarding this process, please do not hesitate to chat in for support.