Pivot table via external data sourse (cvs)

Here the Issue with no answer so far:

I have several large CSV files I need to work with. File source is Oracle (10g) Query Exports to Comma Separated Values data file.
I need Vlookup capability and Pivot Table functionality when working with these files. I receive new data files each business day.

Rather than open each file, convert to Excel 2007 xlsx format, set up pivot tables and add VLookups each time I get a new file (daily), I want to create a pivot table that connects to the raw CSV file via Data Connections. When I try to connect via Excel 2007 Data Connections I am receiving a message that I can't create a pivot table using data in a csv format.

Is this correct? Or am I missing an Add-In? Any suggestions on how to do this?

Attached is a sample data file (limited to the first 100 records) - however, the data is in xls format which makes the operation possible.
It doesn't work with the csv file.
the exact message I get reads:
The type of connection selected cannot be used to create a Pivot Table.

Thanks for your insight.
joanna.