Data s not getting exported to excel from IE

[Rocky545]

My issue is ,

I have an ASP application on a Windows NT Box,(Holding IIS4.0),Our
application is running fine and whenever we select the export to excel on a
webpage

which will display some tabular data,data is getting exported to excel
successfully

Recently they migrated this server from Windows NT to Windows Server 2003
,so IIS is also upgraded from 4.0 to 6.0.Now this option is not working .

It is prompting for the username and Password and after entering the
correct username and password ,its displaying Externaldata_1 in the A1 cell
of an excel

sheet.After that ,if we right click on that cell and select Refresh Data,the
data is getting correctly into the excel sheet

Excel is not installed on the IIS Server ,However its located on all the
other systems and we are using IE6/7 to export the data

Export to excel option is also enabled in the
Registry(HKCU\Software\Microsoft\InternetExplorer\MenuExt\E&porttoExcel
->Dword is set to 00000001)

So My question is What settings we need to change such that it should not
prompt for username and password and data should be exported properly to Excel

Your help is greatly appreciated