Pivot Table "Refresh on Open" crashes

I have a pivot table spreadsheet that is generated on the fly using an
excel file and third party component. Using Internet Explorer, the
user is given the option to open, save or cancel the download. When
the user clicks open Excel proceeds to fire up and then crashes during
the pivot table refresh. This does Not occur when there are just a few
rows OR when the user uses the save option first and then opens the
file. The problem Only happens when using the file download open
option in IE.
Has anyone seen this before or have any suggestions?
Thanks!
Chris