From Tech Support on Solutions to issues opening exported Excel Files
Following the installation of a Microsoft security update released on July 12, 2016, users are unable to open Excel files downloaded from several websites, including Salesforce.
The update is documented in the Microsoft article linked below:
https://support.microsoft.com/en-us/kb/3170008
Salesforce known issue: https://success.salesforce.com/issues_view?id=a1p3A000000IZSEQA4
To resolve the issue please follow the workarounds that we have right now:
Disable the Protected View setting within Excel. To do this:
-Open MS Excel
-Go to File > Options
-Click Trust Center (from the menu on the left)
-Click the 'Trust Center Settings' button
-Click Protected View (from the menu on the left)
-Remove the check mark next to "Enable Protected View for files originating from the internet"
-Click OK
-Click OK
OR
Unblock access in File Properties. To do this:
-Right click on the file and choose Properties
-On the General tab, click Unblock
-Click OK
OR
Remove this specific MS update from the local computer - MS16-088: Security update for Microsoft Office: July 12, 2016
Other which makes sense to me and has worked for some:
SOLUTION: if you do not have salesforce as a "trusted site" in your internet browser.
We believe that the reasoning behind the issue could be that salesforce is not setup as a “trusted site” and the following link will be helpful into adding salesforce as a trusted site and its categorized by internet browser:
http://kb.mcgill.ca/?portalid=2&articleid=1925#tab:homeTab:crumb:8:artId:1925:src:article.
If using Google Chrome:
Click the 3 horizontal lines icon on the far right of the Address bar.
Click on Settings, scroll to the bottom and click the Show Advanced Settings link.
Click on Change proxy settings.
Click the Security tab > Trusted Sites icon, then click Sites.
Trusted site link: https://na28.salesforce.com (use the instance that hosts your org)
Enter the URL of your Trusted Site, then click Add.
Click Close > OK.