Thanks for reply

All other users can export the report easily. This user has only problem. I am how and which logs I need to look at. The report running fine and users been using from long time , its just export to excel.

This user's PC was upgraded from XP to Windows 7. Its same PC but formatted and upgraded by IT department. PC works fine and so does the internet explorer. I am thinking is there any setting need to be done? I can't go back to IT dept and tell them to check as they dont have a clue what SSRS is so they will not look into this problem.

Its something I need to do myself.

Thanks.