asking What do you want to do with this file

In my application I showing document preview using "frame" like <Frame src="xxxx.xxx" />. For PDF it giving preview but for xlsx and docx instead of loading the file in "Frame" it showing a message box "What do you want to do with this xxx.xx"

I know download manager in IE9 is responsible for this. Is there any way to hide this message, as my files are in my local machine and I don't want to download any.

any workaround is appreciated,

is there any plug-ins for office will fix? (for PDF file I am not getting any such message)

thanks

Rosh