I use CarlosAG-Dll which creates a XML-Excel-file for me (inside a MemoryStream).
Response.ContentType = \"application/vnd.ms-excel\";
Response.AppendHeader(
The security warning is NOT about the MIME type - it is a client-side security setting you can't disable from the server side !
Another point - change Response.AppendHeader("content-disposition", "myfile.xml"); to:
Response.AppendHeader("content-disposition", "attachment; filename=myfile.xlsx");
OR
Response.AppendHeader("content-disposition", "inline; filename=myfile.xlsx");
For reference see http://www.ietf.org/rfc/rfc2183.txt
EDIT - as per comment:
IF the format is not XLSX (Excel 2007 and up) then use myfile.xls in the above code.