In some cases you may have issues exporting to client excel applications that are running the 32-bit version of Excel when operating the Dynamics Ax 2012 application from an RDP session.  To correct this issue, you can force the export to excel functionality to open the excel application located on the RDP by completing the following steps.

1.  Navigate to Tools->Options and locate the General tab. 

2.  Scroll down to the Miscellaneous fast tab and set the "Remote Desktop session exports to" value to "Server Excel".

3.  Click Close.