I am using the following Javascript code to generate an excel on the fly, which converts HTML table to a spreadsheet.
The excel file does not open in Office 2010, sh
For those more security paranoid, I saw another answer on SalesForce site, which should work too - https://success.salesforce.com/answers#!/feedtype=SINGLE_QUESTION_DETAIL&dc=All&criteria=BESTANSWERS&id=9063A000000iTIyQAM
Basically marking the site you are downloading from as safe.
I haven't tried it myself
Basically open the website where you will be downloading excel files in Internet Explorer
Go to Settings Internet Options Security Trusted Sites Sites Add
This should add the site in question as allowed and then you can use whatever browser you want e.g. firefox / chrome etc.