Recording File Open and Excel program actions with Quick Test Pro

We have a Web app that presents data online. There are links on the page to "Export" the data into Excel. When you click the link a File Open dialog appears and gives the user the option to Save or Open the export file. If you click Open, it brings up MS Excel with the dataset exported into it. I cannot seem to record the actions on the File Open dialog (to click "Open"), nor can I record actions when I am in Excel (to close it and return to the Web app).

Can anyone point me in the right direction for being able to record these types of actions? Thanks!