If you are having an issue being able to use View your Cognos Report Studio report in PDF or Excel, then you should check to see if your proxy server is blocking the required HTTP parameters. If HTTP_COOKIE, CRN_SESSION and HTTP_ACCEPT are missing, the request is blocked by the proxy server.
You could try to disable the Proxy Server in your browser settings, or modify the security policy to allow the HTTP_COOKIE, CRN_SESSION and HTTP_ACCEPT parameters to pass. Another option is to upgrade to the latest patch of Internet Explorer.