VBA Excel downloading file from IE11 - Open/Save/Cancel Dialogue - save as file name

I am trying to download some data on carbon emissions. I can preload the page with the relevant settings via the URL.
It loads fine and I can click the OK button by its ID then I get the IE11 - Open/Save/Cancel Dialogue at the bottom. I have tried all suggestions using FindWindows (#32770) and also Send Keys which is very unreliable. Can someone suggest the code to manipulate this dialogue box or else perhaps examine the HTML on the web page to see if a direct download would be possible?

Dim htm As Object
Dim IE As Object

    Dim Doc As Object
    Set IE = CreateObject("internetexplorer.application")
    IE.Visible = True

    IE.navigate "http://ec.europa.eu/environment/ets/exportEntry.do?form=transaction&destinationAccountHolder=&startDate=01%2F06%2F2009&destinationRegistry=-1&originatingAccountType=121&endDate=01%2F05%2F2010&transactionID=&suppTransactionType=-1&originatingAccountHolder=&transactionType=-1&languageCode=en&destinationAccountNumber=&destinationAccountType=121&toCompletionDate=&originatingRegistry=-1&destinationAccountIdentifier=&fromCompletionDate=&originatingAccountIdentifier=&transactionStatus=4&originatingAccountNumber=1973&currentSortSettings="

    Do While IE.readystate <> 4: DoEvents: Loop

    Set Doc = CreateObject("htmlfile")
    Set Doc = IE.document

        Doc.getelementbyID("btnOK").Click[embed=file 884739]
        
    'I need code here which clicks the save as button as save the file as C:\temp.xml
        
    
    Set IE = Nothing

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