There are few reasons why an Export to Excel may fail. Please consider the following:
1. Configure IE for PWA. See http://support.bemopro.com/entries/20377098-how-to-setup-ie-for-the-pwa-access
2. In some instance, there could be an login windows hidding behind IE, please make sure to look for it.
3. There is also a known issue with IE and Excel that may require to apply a manual fix on your IE. Known IE issue: http://support.microsoft.com/kb/323308/en-us Workaround: run batch file posted on http://bemopro.com/files/Fixes/ to fix IE caching issue. This fix is only valid for IE 7 or 8 and is provided as a hotfix.