File download dialog box -running report

I am calling one report from my Oracle 9i Developer Suite Application. When i call one report using 'delimited' format, the run runs okay opening in a new Internet Explorer(IE) instance. But, when i call another report, the File download dialog box -running report opens which asks whether u want to open the file or save it in your computer. I hope, my doubt is clear.Please help me in this as it is very urgent.
Regards.

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