Users prompted to login trying to "save as..." Excel file ..

I've published a website, which contains a dozen or so links to Excel sheets
on the home page. Users are to use the link to open a spreadsheet, fill out
a couple of cells worth of dats, and then "save as...." to their local
machine. The Excel files exist on a folder within the website on the IIS
server.

The user cans open the sheets with no problem, but are prompted to login
when doing a "save as...." If they're smart enough to merely cancel, it
allows them to save a copy to their local machine. Most users unfortunately
choose to call IT instead, asking what credentials to use.

Is there some way I can stop the login prompt when a user tries to "save
as...."?