Microsoft Outlook Exchange help viewing attachments in .xls format

Using Outlook Exchange (on the web), we are trying to send an .xls file attachment to be opened with a Microsoft Office application. The file attaches correctly, but when we click it...it reads "The file must first be saved to the computer..." It doesn't open up the file in our Office application.

Question: We need the end-user (person receiving this e-mail) to be able to just click the file and open it in the Office software. The user is a very new computer user and does not know how to save and open files. So once they click it, it needs to open right away. I've read somewhere that .xls files cannot be opened as part of a security update and I've read about changing registry files, but we cannot do this because we cannot get access to this user's computer and we don't want to risk changing registry settings. Please help asap!