I read you post. You said absolutely nothing about the size or really what your problem was. When something is too big for Excel, I'm assuming 100,000 rows.
Be realistic. BO can't handle a report of 2,000,000 rows. You'll likely bring down the WebI Report Server. BO is not and ETL tool. It doesn't write directly to a file. It builds it's own cube in memory. It's still building a report in memory. You can't open it, but it's still there.
Best of luck. You'll need it.
Steve Krandel
Intuit