I see. To my knowledge you should export lists rather than formated data. I assume that Grid and TableForm are recognized by Export but maybe the options are creating the problem. I recommend you to do something linke this to reshape your dataset before exporting:
addExportableHeadings[data_, headings_] :=
Transpose@ Prepend[Transpose@Prepend[data, headings[[2]]], headings[[1]]];
data = {{a, b}, {c, d}, {e, f}};
headings = {{"", "r1", "r2", "r3"}, {"c1", "c2"}};
addExportableHeadings[data, headings]
