Popup Blocker

I am trying to help a user transfer a file from a certain website, into an excel spreadsheet. But Everytime I try the popup blocker that comes with SP2 blocks the excel file which is a popup. I have tried disabling popup blocker through tools>turn off popup blocker. I have also tried having popup blocker on and putting the website we are trying to tranfer from in the exception list, to no evail. Any suggestions?