What happens here is, that your Excel export sends a response to the client browser.
Due to the mime type, the browser knows that is is an attachment do download, rather than a website to display.
So it opens the new response and saves int to your local disk, but does not reload the current page.
To be honest, I am unsure whether/how to achieve this; I would try experimenting with some AJAX, Update Panels, and the like...
Cheers
Uwe