I am getting strange behavior on some of my users machines when they attempt to edit an Excel workbook from SharePoint. When the user clicks on the document link it opens the workbook in Excel and everything appears to be normal with the exception that they were not prompted to check out the document. They then proceed to make several changes, click on the Save button in Excel (which appears to do absolutely nothing but is not really noticeable by the user), close the workbook and all of their work is lost. We have searched their hard drive for any evidence of the workbook but there is nothing there. The version that remains in SharePoint is the original one that they opened prior to making any changes. If they select the CheckBox next to the document in the Document Library and then click the "Edit Document" button on the Ribbon or selected "Edit Document" from the DropDown next to the document link it seems to work fine. The issue only appears to rear it's ugly head when they click on the document link. And it is only happening to a select few users and so far has only been with Excel Workbooks.
I have done some searching on this and there are a few suggestions about making sure the SharePoint site is in the "Intranet Zone" and not in the "Trusted Sites Zone" and checking that the "Windows SharePoint Services Support file" is installed and configured properly. I have checked all of these things out on the latest user's machine to have the issue and they were all fine.
The user is running Microsoft Office 2010 and our SharePoint instance is 2010.
Any and all thoughts would be truly appreciated.