The lists can be configured to open documents in client mode but this doesn’t happen with discussion boards and other collaborative lists which do not have a special provision for attachments.
Error messages may say that the features included in the files are not supported by web browser.
Uploaded excel files may contain macros or other calculations which needs an excel client. In SP 2010 all the office documents open in client by default so ether make the settings suggested below or turn on a feature to open all documents in client by default.
Steps to do this:
Go to Site Actions -> Site settings -> Site collection Features -> Open documents in Client Applications by default
Applies to: SharePoint Server 2007/2010.