I have an .asp file that produces an EXCEL file as a result. Now I have
to automate the process of opening the file and saving the resulting
Excel file to the local machine/ desktop.

Right now I can only open the link to the file using (reference:
Microsoft internet controls) :

Sub Test()
Dim IE As New SHDocVw.InternetExplorer
IE.Visible = True
IE.Navigate "http://xlsAllInOne.asp"
End Sub

Now how do i eliminate the popup/dialogue box that comes up asking if
you want to save or open the file. Can that done either from VB or
somewhere in the HTML?

Thanks in advance.