Return file vendor payment "currency code must be specified"

I have a customer who receives information about payment to vendors in a "vendor return file" from the bank. They have AX 2009. Their process at the moment is that they get a ".txt" file from the bank containing information about payments to vendors. They then manually change the payment status from "sent" to "delivered. I know that it's possible in AX2009 to upload return files. I try to upload a file (.txt-file) containing information about vendors, journal number, transactions... but get the error message "currency code must be specified".
What is the common setup for this? Does a developer need to edit the .txt file before upload or should the configuration be done in AX2009?