Thread was being aborted

         From my web site users can download  the  exel and save in their machines.I used Response.End().It works fine.
Now I  added this functionality in webmethod.Here the code is
HttpContext.Current.Response.End();

             But I am getting error 'Transaction is being aborted'
I googled alot and changed the code like this  
            HttpContext.Current.ApplicationInstance.CompleteRequest();

    Now I am not getting any error But there no pop-up in client side for excel to open,save,cancel

 
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