A report generated using ExcelWriter or WordWriter opens and there is a yellow warning banner saying that the file has been opened in Protected View.
Starting in Office 2010, Microsoft introduced a security feature that scans files before opening them in Excel or Word. If there is something wrong with the file format definition, it will open in Protected Mode with a red warning banner.
One of the common scenarios for opening a file in Protected View is opening the file from an unsafe location, such as the Temporary Internet Files folder. This means that if the file is streamed to an end-user, it will open in protected view.
For more information about Protected View settings in Office 2010, please refer to this Microsoft TechNet article on how to configure Protected View settings in Office 2010.