You cannot achieve this programmatically without the user's explicit permission to download generated Excel file into a location selected by the user, unless you develop specialized plugin, e.g. Silverlight control, to accomplish this.
What does shared location mean? Do you mean a networked mapped location on the user's laptop/desktop? If so, why do you need to email it to the user?
My guess is that you want to generate an excel document from a report and simply send it as an email attachment. Where the file is created is not relevant? Is this understanding correct?
If the above assumption is correct, you are looking at combining two functions. One generate an excel document from a report. Two attach the document to an email before sending it out.
Refer to the OOTB activity that does an export of report data to excel on how to generate the excel document. Use the generated excel data in memory (this is the entire excel document) to create an attachment to the email before sending the email. Refer to SentEmailNotification on how to send email with an attachment.