Which version of Excel do you use?
I have 2007 with default settings and I do not get any warning.

You can, however, change your security settings unde Tool|Option|Security
but be careful.

Also if you are using a browser to open web links then security warnings may
be coming from the browser and not Excel... Since you mentioned music it
might be coming from your music player

"Oliversen" wrote:

I am putting hyperlinks in an Excel Workbook. When I click the hyperlink I
get a warning message telling me that "hyperlinks can be harmful to your
computer data..." I click the "Yes" button to continue and then another
message pops up telling me "Some files can contain viruses or otherwise be
harmful to your computer..." I click OK and the music file plays.

How in the world can I stop these warning messages from poping up?

Thanks

Oliversen