I didn't realise from your original question that you were opening a file on the local machine, I thought you were sending a file from the web server to the client.
Based on your screenshot, try formatting your link like so:
<a href="file:///C:/Projecten/Protocollen/346/Uitvoeringsoverzicht.xls">Klik hier</a>
(without knowing the contents of each of your recordset variables I can't give you the exact ASP code)