If you right click on the cell below the header. A5 in this case, you will see "Copy Request" if you then select a new cell and right click, there is a "Paste Request." Is that what you are looking for? It works between worksheets. I have not tried it between Excel files.
Oh man. It is horrible to have to close out of the report you're building, go over to SiteCatalyst, build a segment, then reopen your Report Builder file. This is a much needed feature.