Found my mistake. I created 2 Excel objects.
I tried to save the Excel file with
book.WriteToFile('NewFile.xls');
But then i get a warning:
Method writetofile is not supported by automation object.
Found it too. It should be:
book.saveas(widestring(SaveDialog_FileName));
The difference is that use ole automation. And the example from WP is made with fspreadsheet.