That might not work with IE. IE has a know bug that it ignores mime types and trys to figure out what the file is itself using the extension. Once it knows it, it does what ever it wants.
I found this code somewhere and have been using it successfully.
// Code to fix IE download problems
if (strstr($HTTP_USER_AGENT, "MSIE")){
$mime="application/x-ms-download";
$attachment = "";
}
else {
$mime = "application/octect-stream";
$attachment = " attachment;";
}
$name = "YOUR FILE NAME HERE";
header("Content-type: $mime");
header("Content-Disposition:$attachment filename=$name");