excel reports export problem after turning ON SSO

Hi guys!

My client wants that i created the reports for his needs, but after creating it he says that his excel reports isnt working. After restoring backup they dont work too. After some days, we decide to TURN OFF SSO and we saw that excel reports export was WORKING! So , the problem is in SSO.

Where do we find the answer? In Logs we can see the error like "ERROR generating excel file". We can see that sage crm creating xml file as well, but after that nothing is happening (to convertation to XLS).

In IIS configuration there are 2 default users : IUSR_compname,IWAM_compname which are used for anonymous access. After changing them to domain user which have all permission rights we have got the same problem. We have tried to check "Integrated Windows authentication" checkbox, and have got the error "cannot locate files". In E-mail and Documents -> Documents & Reports Configuration we have config like:

What we can check? Where? If anybody has this problem after turning on SSO?

p.s: All others reports are working correctly (to screen, pdf)