There is a problem with IE 10 when exporting content to PDF. The problem is on your demo site too.
so it's probably not on my side as I tried on a different machine and it still gives the same problem.
When you try to export using IE10 you will get the name of the page i.e. "default.aspx" instead of name of PDF and then the download dialog will tell you it cant download that file.
This issue is not present on Firefox or Chrome or Opera. And it worked on IE 9.