I'm running IE. As I said, sometime it load excel in the browser, other times it prompts for what to do. Maybe if I installed Firefox it might always ask... BUT
It doesn't matter, I've found a program to do the actual downloading for me and it works better than I thought it would (And much simpler than what we're talking about here). So I have ME launch the download program, ME loads the parameters, the software downloads the files, then back to ME to process the files (move, rename etc).
My next questions will be surrounding the tracking of these files and what was done / not done etc.
But I'll try and tackle it first on my own.
Thanks for your help everyone.