“We’ve probably all implemented this functionality in ASP.NET applications at least several times. Any time you’re dealing with report data, it’s expected that the data be available for download. Unfortunately, AJAX makes this somewhat difficult. Since there is no traditional HTTP response, you have no context with which to send the file to the browser for normal download.”

http://encosia.com/2007/02/23/ajax-file-downloads-and-iframes/