Office Web Components Security Settings...?

I have a number of reports for which it would be useful to allow users to make use of the office web Components to allow them to maniplulate the data and then export it to excel..

But as soon as i click the Excel symbol to dump out the pivot table to excel i get the error message;

"Safety settings on this computer prohibit accessing a data source on another domian."

Now i have been into Internet Explorers Tools >> Options >> security and enabled the 'Access Data sources across domains' on my computer (in both the internet and intranet zones) but it still pops up.. and wont let me export to excel

Any ideas.. anyone..?

worked it out.. as well as allowing the "Access data across domains" option in IE you also have to add the website to the 'Trusted Sites'.