I've tried this software from http://www.contestsoftware.com/ but it doesn't copy the gridlocator data. Is there a way to convert that to ADIF as well. It should be possible with a excel sheet. But my knowledge of excel is limited. I've tried with the help of
http://www.qsl.net/ab2rf/Excel-ADIF-conversion.html but it gives me so many errors that excel crashes. I need at least CALL, DATA, TIME, BAND, MODE, RST_RCVD and GRIDSQUARE to convert.
For someone with a little more knowledge of excel then me it should be piece of cake!
Most handy would be to copy from the database output at the database link. Insert it in excel with special paste as txt and then convert it to ADIF at a second tab. Copy it again to a .txt file and import it in your favourite logger.

Edit 16-12-2011: Due to pneumonia I had some time to investigate more about converting the WSPR data to ADIF format. It actually surprised me that I had no comment at all responding to my search for help. Am I the only one that actually want to put the WSPR data in my favourite logger? Anyway, for those that want a solution read it here:

http://pe4bas.blogspot.com/2011/12/converting-wspr-data-to-adif.html

It's probabely not the only solution, but it works for me.

73,
Bas PE4BAS