Error opening an Excel file with IE6

Question

I have a test webpage with:

%response.ContentType="application/vnd.ms-excel"

I put it on two seperate sites and I can open it from IE6 on one site, but not the other. I will get a "can not open xxx file" error message after I click Open on the file download popup. If I use firefox or IE8, I don't have this problem. And IE6 works fine on one site.

Is this somehow security related? Any idea what else might be causing this?

Thanks.