SharePoint 2010 list export to Excel owssvr.dll

We have a list on SharePoint 2010. One of our users would like to export the entire list to Excel. The list only has about 55 items on it. When the users click the checkbox to highlight the entire list and then hit Export to Excel on the ribbon they are getting an error:

"Unable to download owssvr.dll from <SharePoint URL>"

"Unable to open this Internet site. The requested site is either unavailable or cannot be found. Please try again later"

They are trying to do the export from IE8. If I try and do the same thing I am able to do the export successfully but my account is a site collection admin. Is it a security setting that's preventing them from completing the export?
eseincAsked:
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eseincAuthor Commented:
None of the fixes on either of those pages worked. A lot of that stuff applied to Office 2007. Our user is using Office 2010
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eseincAuthor Commented:
It turned out to be a problem related to IE9 security settings
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eseincAuthor Commented:
Problem was related to IE 9
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