>I'm in a web base application, so it is multi-users, possibly many at the same time. I wan teach user to be able to ask and download an excel file (or a txt file) from the web server. The file contains information taking out of a SQL database. The data in the file is different depending on the user input parameters.

>Any ideas are wellcome.

The cover story for the October 2003 issue of asp.netPRO magazine is about Exporting to Excel using ASP.NET. Here's the link if you are a subscriber...

http://www.aspnetpro.com/features/2003/10/asp200310so_f/asp200310so_f.asp

Not sure how well it fits your need (I have not read the article), but surely it is at least related.