Article:
http://aspsnippets.com/demos/415/
1) click on export to excel,
2) excel will be downloaded
3) open the excel
4) do changes and click save
5) Popup is getting displayed
GridViewExport.xls may contain features that are not compatible with Web Page. Do you want to keep the workbook in this format?
.To keep this format, which leaves out any incompatible features, click Yes.
.To preserve the features, click No. Then save a copy in the latest Excel format.
.To see what might be lost, click help.
YES/NO/HELP buttons
hope this provides you enough information to help me.