Exporting a report to Excel

Some thoughts ...

with the newly created workbook open (let's call it Book1.xls), also open the workbook where you would have liked the sheet to go (let's call that target.xls).
Then right click on the sheet tab in Book1.xls, select "Move or Copy" and in the following dialog select target.xls from the top drop down.
Then hit OK and save your target.xls. You can then discard Book1.xls.

does that help?