You could add a button to the page to postback to itself with a parameter
You could then check to that parameter and add something like
if request("parameter") = "excel" then response.ContentType="application/vnd.ms-excel"
Then just write out your gridview - as long as the columns line up correctly it should work
I seem to remember if the user has excel installed then it will just open, otherwise it will ask the user to save the file
...Spence