A method in dumping a GridView to an Excel file to download/open from the internet was recently broken with new Windows Updates.
My code dumps from a GridView to an
Solution 1
1) Open Excel Go to File Options
2) Click Trust Center -> Trust Center Settings
3) Go to Protected View. there are 3 options that show that were all clicked. Uncheck the first option that reads -- "Enable Protected View for files originating from the Internet". In some cases as reported in the comments below both the 1st and 2nd options need to be unchecked (Thanks @mosheb)
Solution 2
Uninstall these Windows Updates: