Today I had to solve a problem existing in SharePoint 2010. Many of my users cannot download Excel files from SharePoint by double-clicking. It's a quite unusual because they are able to do the same thing with Word and Powerpoint files. Researching the problem, I found that we're not alone. Some users complain about the same thing, especially if file was saved in Excel 2010 format. I found out that in my case it only applies to Excel 2010 files. Querying the Web I found several solutions which I presented to my SharePoint administrator. He changed configuration in a minute, and my users became happy. Now everything work as should work.
About resources I presented: