On a Windows 7 machine using Internet Explorer 9, when I download a file from a local intranet site, it opens up a new browser window and displays a yellow and white dialog box at the bottom of the browser window prompting:
Do you want to open or save [filename] from [url]?

If I select "open", it then opens up the Excel file, then displays the "Macro Security Warning" dialog box which says:
"C:\Users\[loginid]\AppData\Local\Microsoft\Windows\Temporary Internet Files\Content.IE5\[temp folder]\[filename]" contains macros.
N.B. The Excel version is 2003.
However, on the same machine logging onto a different profile, if I download the same file, it opens up a new browser window and I get a different dialog box in the middle of the browser window saying:
"What do you want to do with [filename]?" Open, Save, Save As

I select "open", it then opens up the Excel file, then displays the "Macro Security Warning" dialog box which says:
"http://[local intranet address]/[filename]" contains macros.

Does anyone know what setting control where the file opens from please?