Issue:

Using Excel 2010 when try to save a file to SharePoint Gallery it fails with error stating:

Excel 2010 –>File –>Save to SharePoint

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Error

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Resolution -

When accessing these files from a SharePoint document library, the ACE provider will attempt to connect to the library using a WebDAV client connection, which is not available on Windows Server 2008 and Windows Server 2008 R2 by default. You can install the WebClient service on Windows Server by enabling the Desktop Experience feature set.

How to enable:

http://support.microsoft.com/kb/947036

WebDAV is the protocol that SharePoint uses to make a SharePoint site look like a file share. And unfortunately it is the way that many of the Excel features use for browsing a web site.