Well I found the option myself and two problems arised, first is the format NX is using - AFU ( Cant open it with any text editor nor Excel ), second is NX is not accepting my data for some reason. When I press 'Key in from spreadsheet' Excel window appear, I key in the values and close. Then it seems like NX is doing something in the background but no data is added. Only way to edit this data is texting it manualy by pressing 'key in from Text editor' and pressing apply. But it takes ages, so I am still looking for solution.
I don't have excel in front of me but when NX opens the excel spreadsheet there is an add on which gives you a button (can't remember the name of the button) to import the values into NX. Just saving or closing the excel spreadsheet won't input the values.