Hi:
If you were using the SAS Add-in for Microsoft Office for Excel, you could simplify your stored process (would not need STPSRV_HEADER call) and you would not get that dialogue box.
I do NOT think there's a way to suppress the dialogue box that you describe, however to find out for sure, you should contact Tech Support. There may be a registry method or a browser setting that affects whether a user gets prompted; however, if you change settings to accept this content (even though you know it is safe) you might be compromising the security on the browser because the browser might not respond appropriately if it received malicious content.
To send a question to Tech Support, go to
http://support.sas.com/ and in the left-hand navigation pane, click on the link entitled "Submit a Problem".
cynthia