If anyone needs to do this in Excel without VBA, here is a way:
=SUBSTITUTE(ADDRESS(1;colNum;4);"1";"")
where colNum is the column number
And in VBA:
Function GetColumnName(colNum As Integer) As String
    Dim d As Integer
    Dim m As Integer
    Dim name As String
    d = colNum
    name = ""
    Do While (d > 0)
        m = (d - 1) Mod 26
        name = Chr(65 + m) + name
        d = Int((d - m) / 26)
    Loop
    GetColumnName = name
End Function