hi, !

1) it's not clear if you are getting the "second warning":
- "This workbook contains one or more Microsoft Excel 4.0 macros (...)"
immediately after you get the "first warning":
- "<fileName contains macros (...) "
or you get the second warning "in lieu" of the first warning -?-

2) AFAIK the second warning arises (only) if your workbook (the "bad" one ?):
- contains (normal/international) "MacroSheets" type (work)sheets
- and/or IF... (for any reason) excel "attempts" to read/interpret...
(some) cell's content as a macro-function (from the ancient xl4 macro language)

3) you can review/check/... if all of your (work)sheets "has" it's own "class" code module
(in your vba-editor) - macrosheets do not have class modules

if any doubt (or further information)... would you please comment ?
hth,
hector.

__ (snipped OP) __
I have a workbook with a "library" of macros. I open and close it frequently.
Since I have macro security set to "medium", I expect and get the Security Warning diaglog box that says:
"<fileName containsmacros. Macros may contain viruses", with Disable and Enable Macros buttons.

All of sudden, I am now getting an undesired second dialog box with the title Microsoft Excel.
It says: "This workbook contains one or more Microsoft Excel 4.0 macros.
[....] Do you want to enable these macros?", with Yes and No buttons. (...)