Hello everybody.
I´ve done what is told in http://www.c-sharpcorner.com/Code/2003/Sept/ExportASPNetDataGridToExcel.asp 
and it worked. Thank you very much.
The only problem is that characters accentuation don´t worked very well, i.e., all the characters like ç, ã, etc. that I had in my Datagrid were replaced in Excel by strange characters.
Can anyone tell some tip to help me to solve this problem?
Thanks in advance.
All the best.
Luis J.