As we know, Excel cell may reference cell in workbook available
through HTTP. In this case, formula looks like:

='http://localhost/excelweb/[source.xls]Sheet1'!$A$1

I was able to use asp rather than xls file. My (dummy) asp simply
writes contents of xls file into reponse using binary writing. In this
case, formula was:

='http://localhost/excelweb/[gen.asp]Sheet1'!$A$1

This also worked fine.

Now the question - how can I pass parameters to my ASP (or
any other server-side script, like Java servlet) in Excel? This
does not work:

='http://localhost/excelweb/[gen.asp?num=1]Sheet1'!$A$1

Excel complains about ? sign.