Prompting for windows credentials when a user clicks on "open in Excel" from Excel web access OOTB web part?

I have set up a Secure Store ID (using a service account) for all excel reports and they are showing up fine for all users.

However, when some of the users click on the "Open in Excel" option on the web part, they are prompted for their windows credentials.

Now, it is not going to work even if they were to enter their credentials as the excel work books are set up with an SSID and will thus deny them access to use any filters oin the workbook.

How do I get around this?? Is there a setting I should be looking at??

Thanks

Source: http://social.technet.microsoft.com/Forums/en-US/sharepoint2010setup/thread/48e09f9e-f87e-43af-b43c-f7cefa897de8

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