Export Google Calendar to Excel not working

I am trying to Export Google Calendar to Excel. If I right click on "My Calendar" I see as one of the options "Export to MSFT Excel". Seems straight forward enough. I click on it and excel opens. In addition to Excel opening a new window opens up and in the browser address it has http:/// and nothing else. At the top it says "New web Query" and then below that there is a big i with a circle around that saying "This program cannot display webpage. The most likely causes are:
-Not connected to the internet
-website encountering probleme etc, etc

Anyone have any suggestions

Thanks

 

It doesn't even give me that option. It just goes right away to what I said in the OP.

 

Seriously.....
What are you trying to do? I don't get it. Are you trying to sell something??