http://www.greggriffiths.org/webdev/both/excel/ has some samples using HTMl 
and ActiveX, I think you may be able to use something like this.

At 10:05 09/10/02 +0000, you wrote:
>Hi,
>
>I would like to save myy data grid to MS Excel after I populate my data
>to the data grid.
>
>How to go about doing this ?
>
>Thanks in advance.
>---
>
>ASP.NET 1.0 Namespace Reference with C#
>http://www.wrox.com/acon11.asp?ISBN=1861007442
>
>ASP.NET 1.0 Namespace Reference with VB.NET
>http://www.wrox.com/acon11.asp?ISBN=1861007450
>
>These books are a complete reference to the ASP.NET namespaces
>for developers who are already familiar with using ASP.NET.
>There is no trivial introductory material or useless .NET
>hype and the presentation of the namespaces, in an easy-to use
>alphabetical order ensures a user-friendly reference format.
>We provide in-depth coverage of all the major ASP.NET classes,
>giving you those real-world tips that the documentation doesn't
>offer, and demonstrating complex techniques with simple
>examples.
>
>---