ASP.NET - Export to Excel doesn't work on some machines

I have a few pages with grids on them the user can export to Excel.  It works fine on my machine when I test and use the production web site.  It also works for other users BUT I have one user it won't work for in any browser.

When they click the export button an Excel window opens but there is no data, no grid lines, just a blank white area.

What might I check on this machine to fix this?

BTW - Excel does work on the machine. The user can open a use Excel files.

Check the security settings in Excel.  There are options in there to restrict grabbing data over the internet.  These also get referenced when you open Excel data in a browser.