Solving security issue in PowerPivot for SharePoint and Power View

I just installed a brand new server (well, a virtual machine) with SharePoint 2010 SP1 and SQL Server 2012 RC0, including PowerPivot and Reporting Services / Power View. The server is joined to the domain I use in our development environment.

I published a workbook in the PowerPivot Gallery and my user was immediately able to connect, browse and navigate data of the Excel workbook published by SharePoint. Moreover, I was able to open it in Power View. However, other users failed the connection. After double check of permission, it was evident that the problem was caused by something outside SharePoint.