Excel Link Not Opening

Hello! I have a link to an Excel spreadsheet which is stored on my server. The link will open on my local machine and work just fine. However, when a user on another machine tries to open the link there is a message that downloading has begun and then everything hangs up. The file can be saved to disk but I simply want it to open in the users excel. Is there some secuity setting that I am missing? I am working in an intranet environment. Any suggestions as to what to look for would be greatly appreciated. Thanks Jean