Open an Microsoft Office documents in appropriate program instead of Internet Explorer
- Open My Computer.
- On the Tools menu (or the View menu), click Folder Options (or click Options).
- Click the File Types tab.
- In the Registered file types list, click the specific Office document type (for example, Microsoft Excel Worksheet), and then click Advanced (or click Edit).
- In the Edit File Type dialog box, click to clear the Browse in same window check box (or click to clear the Open Web documents in place check box).
- Click OK.
Source : http://support.microsoft.com/kb/q162059/
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