Problem with Excel report from Mac client

[jrgaarder]

We have a user with a Mac client that cannot generate an Excel version of an analysis while in analysis studio.  The report acts as if it is running, but upon completion, does not provide a pop-up for opening or saving the file.  The Mac is running parallels 4.0 (using a VM instance on the O/S disk, not a Bootcamp partition), Windows XP, Office 2003, IE 7 (maybe 6).  Pop-up blocker is off.  Any insights would be greatly appreciated, as it is our CEO that has the Mac client!