open/save dialog box opening twice while downloading file

[Sachin]

When I try to download a CSV file which is generated on
the fly by my web application, I get a
open/save/cancel/moreinfo dialog box for file download and
when i click the open button the same dialog box is
displayed again with the open/save/cancel/moreinfo option.
This time if i select open option again the csv file opens
in excel.

Is it possible to avoid the file download dialog box from
opening twice ?