Response.Write to Excel Format

[Katie]

Our ASP.NET app produces a page in excel format using
Response.ContentType = "application/vnd.ms-excel"
Response.Write(strExcel)
(where strExcel is a tab and carriage return delimited
string)

When this page is sent to the browser (IE6SP1), the excel
active X control opens up within IE6. Then if you do a
File|Save As, you can save the file locally.

This works fine with Office 2000 Excel. However with
Office XP Professional Excel and Office 2003 Excel, the
Save As causes an authentication dialog to appear. The
dialog says

Connect to 1.2.3.4 (the ip address of the web server)
Connecting to 1.2.3.4
UserName: _______
Password: _______
x Remember my password
OK Cancel

Since we don't want to have a web user have to
authenticate with the web server (they can't), we would
like to prevent this from happening. Is this related to
writing and reading of temporary files produced by Excel?
Do you have any insight as to why this happens with the
new versions of Excel and not the old? Do you know of a
workaround that would prevent this?

Please let me know if there is a more appropriate
newsgroup for this post.

Thank you.