Report Server: Export report to excel doesn't work in IE, only in FF

We have SQL Server 2005 SE SP2 running with Report Server. It should be possible to export the reports generated to PDF and Excel. For some reason this doesn't work in Internet Explorer, but it does work in Firefox.

Is this a SQL Server problem, or IIS? How can I fix this to work in IE as well?
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R7AFAuthor Commented:
If I do this I get the same message as when I use the normal procedure, selecting Excel from the dropdown menu and clicking the export button.

The error message:
Cannot download ReportServer from Internet Explorer cannot open this website. The requested website is not available or cannot be found. Try again later.*

* This is a translation so I'm not sure if this is the exact message in English

The URL I see is the following:

I've tried to open this link in IE6, IE7 and Firefox. In FF it results in a download of the Excel file.

In IE6 and 7 it looks like it shows the binary data as plain text:


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Microsoft SQL Server 2005

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