you're going to have to change the Intranet security settings
of your user's browsers. This is the default action by IE to ensure taht
someone doesn't open  a file  from the browser and launch a virus on to their
system.

Assuming you're accessing your sharepoint  portal via an Intranet, changing
your intranet security settings to trust files and allow them to open should
do the trick.

Open Computer explorer  --> Tools --> Folder Options --> file  Types tab -->
Choose the file type you want to open  without prompting this message  --> and
click on advanced --> Uncheck "confirm open after download"