XP SP2, Excel 2002 SP3
Files of type .xls are set to open in a new window

When downloading an Excel file from a certain web site, Excel opens in a new
window (as expected and desired, rather than opening within the IE browser).
When attempting to save the file from within Excel, a window pops up with
title = "Chose a digital certificate" , message of "The Web site you want to
view requests identification. Please choose a certificate." Clicking either
Okay or Cancel numerous times (6 - 12) brings up the Save dialog box and the
file can be saved.

How can these security prompts be avoided? Installing certificates on the
client PC is not a viable option.