Configure Internet Explorer to stop opening Office documents Inside the Internet Explorer window.
Why does this cause problems? If the website is saving the file to a specific frame on the page you will not receive the same options that Excel will allow you to save the files. For example CSV (Comma separated values), TXT (tab delimited values) or an XLS (Excel file).
Open Explorer or My Computer by double clicking on My Computer. Click on Tools --> Folder Options. Then click on the File Types tab.
Scroll down to XLS Microsoft Excel Worksheet and select it, even if you are trying to get this to work with CSV files, because the options on the edit file type window below are different.
Then click the Advanced button at the bottom of the window.
At the bottom check the box Confirm open after download and uncheck Browse in same window. Click OK and you are finished. You may have to close and reopen Internet Explorer for the change to take effect, but now your documents will open in Excel instead of Internet Explorer.