I have the Sony PMW-EX1 camcorder, to transfer the material to computer, I use a program called XDCAM Browser 2.0. Original material is in HD format (HQ1080i, 16:9) and when the program exports it to DV-AVI format, the "Aspect Ratio" offers only 4:3. Is this normal or how to get a widescreen format ?
Computer operating system is Windows 7

I just looked at my copy of xdcam browser 2.0 and I have 3 options for AVI output format on the details tab:
4:3 (squeeze)
4:3 (letterbox)
4:3 (edge crop)

Presumably you are interested in 4:3 squeeze, which is basically DV widescreen.

yes, 4:3 squeeze is basically widescreen BUT all players and editing programs treat this exported file as 4:3

In any serious NLE software you can specify the aspect ratio manually for any clip in the media bin.

For Premiere (which I use) it's as simple as selecting and right clicking on the clips, selecting modify->interpret footage and setting the correct aspect ratio.

Yes, but it means loss of time if I have for example 100 clips.
I don´t understand why there (in xdcam browser) is no option for widescreen.

Not sure about the other NLE's but in Premiere you can select ALL of the clips at once and interpret them how you wish, no need to do one clip at a time.