When exporting a report from Strategy Web, the 'File Download' dialog box does not appear in Windows 7.
To enable the File Download dialog box, follow steps below in Windows 7 to edit registry:

WARNING
Modifying registry values incorrectly may cause serious, system-wide problems that may require the re-installation of Microsoft Windows NT. Any edit of the registry is done at the user`s own risk. Since these are user-initiated changes, they are not covered by any Strategy warranty. If using Microsoft Windows NT, the user should backup the registry and/or update an Emergency Repair Disk (ERD) prior to alterations.