Access to this Web server is disabled by default. This Web server is controlled by basic authentication, that SSL is not being used. when downloading excel file.

Hi,
I have a website and it has SSL encryption enabled for the website. Https is used to access the website. Still one user is complaining that when they try to download the Excel File, they receive this error.
"Access to this Web server is disabled by default. This Web server is controlled by basic authentication, that SSL is not being used. This is why it is disabled".   This message is translated from other language into english, so it may be different what microsoft has provided. The user is using IE9 to access website.
This is a ASP.Net website and is hosted on IIS6. I am not able to reproduce it and none of the other users have reported any issue when they download the excel.
Is there any one who knows what could be the issue?
Thanks,
Anand