Trouble exporting data to excel from website via IE9

Hi all,

I have Windows 7 Professional and am using IE9. There's a website we use at work that needs data exported to excel. It works on my co-workers older computer but not from mine. I've attached the screen shots. When I right click on the screen, it gives me an option to export to excel. When I do, It gives me the screen that's says I'm not connected to the internet, which I am or I wouldn't have been able to go to the website in the first place. Anyone know of a fix? I tried downloading IE8 but it says it's not compatible. Any help would be great.

Thanks.

Use the browser window that pops up from excel (the dialogue that says you're not connected to the internet) to navigate to the webpage with the data you want to import. There will be yellow arrows to click on for the data you want.

Why it's done this way doesn't make sense but it should work.