Try to add the exporter as a Global  variable of the form and create and add it from the CreateChildControls or CreateControls event of the form... I am working with Web Parts and I have to override the RenderControl event of the form, if you do this too be sure you are render the Exporter control in this event.

        protected override void CreateChildControls()
        {
            base.CreateChildControls();

            excelExporter = new UltraWebGridExcelExporter("ExcelExporter");
            this.Controls.Add(excelExporter);

        }

  public override void RenderControl(HtmlTextWriter writer)
        {
            this.excelExporter.RenderControl(writer);

        }