A lot of times you want your PowerPivot site to have another URL then the one you original got during the install. During installation the it uses the server name as url. In just installed PowerPivot on a local machine in our netwerk called l01, but because we have this running in a separate lab domain it cannot be accessed from outside the domain.
Calling the website from his entire URL does work from outside the domain as well: http://l01.labdomain.nl. Until you actually open the PowerPivot file from the gallerie. You get a
“Excel Web Access
The file that you selected could not be found. Check the spelling of the file name and verify that the location is correct.
Make sure that the file has not been renamed, moved, or deleted.”
The reason is that SharePoint is not fully aware that the site (and all the services like Excel Services on it) you created also has to listen to the other url: “http://l01.labdomain.nl”. You can make SharePoint aware of other URL’s by configuring Alternate Access mapping (AAM) in SharePoint 2010. On technet you can find a great video how to do this: http://technet.microsoft.com/en-us/sharepoint/ff679917.aspx. Most of the times I use the default alternate access mapping method in stead of extending my site.
A thing might be worth checking out is whether your newly created site or AAM mapping is available from your server console. When this is not the case PowerPivot will be unable to generate thumbnails and you get a red cross. In a few cases i had to resort to changing the registry according to this KB article: http://support.microsoft.com/default.aspx?scid=kb;en-us;896861