Magento Export Sales Order Duplicate headers received from server

Its a bug which have been fixed in magento 1.7.
But for 1.6.2 users, you may change the core to fix this in:
app/code/core/Mage/Core/Controller/Varien/Action.php in function _prepareDownloadResponse:

By adding , true as the 3rd parameter in these lines:

->setHeader('Content-Length', is_null($contentLength) ? strlen($content) : $contentLength, true)

 ->setHeader('Content-Disposition', 'attachment; filename="'.$fileName.'"', true)

 ->setHeader('Last-Modified', date('r'), true);