Just for clarification:
You want to export your mySQL database to an excel file, which will automatically be downloaded to the users machine, in a pre-determined folder, but they don't have to click "Ok" to download it?
SECURITY!!
I think you just want to define what folder to put the file in, right?
Not sure if that's 100% possible via PHP. I'm not too sure, but I haven't seen anything around that does it.
Only reason I say this is:
Google turns up nothing, AND there's no guarantee that each user will have the same folder.
~Brett