I'm not sure if this'll work for you, but it works for me when I click on a link
to an excel file on a web page:

How to Configure Internet Explorer to Open Office
Documents in the Appropriate Office Program Instead of in Internet Explorer
http://support.microsoft.com/?scid=162059



Sue wrote:

If an excel document is hyperlinked to the intranet, how do you open the
document in Microsoft Excel and not in an Internet Explorer?

Many Thanks

--

Dave Peterson