Windows – IE won’t open Excel files

I'm visiting a web site that is opening an Excel file in a new window.

From one PC (Windows XP, IE8, Office 2003), everything works. By works I mean that the new window appears, and I'm asked to open or save the .xls file. When I click Open, the file is opened in Excel in the new browser window.

From two other PC's ((Windows XP, IE7, Office 2003) & (Windows Vista, IE8, Office 2007)), I cannot access the file. The new browser window opens for about half a second and immediately closes. The Open/Save dialog is never shown.

All popup blockers have been disabled, I believe.

What setting is causing this?

EDIT:

More info:

I think the web site is streaming the content to the browser with the ContentType = application/vnd.ms-excel. Opening excel files directly (clicking on hyperlink to xls file) works on every PC.

Opening up the same content in the new window as a PDF works on every PC. Acrobat is loaded in the new browser window and displays the content.

I have also cleared out my Temporary Internet Files directory, and the "Microsoft Office Control" IE add-on is enabled on every machine.