I need to program a macro.

Whenever I try to paste the code under "Developer" - "Macros", it gives me
the error that macros are not enabled and that tI need to enable them.

I have already enabled the macros as follows:
Microsoft Office Button - Excel Options - Trust Center - Trust Center
Settings - Macro Settings - Enable all macros

However the next time I open the file it still does not allow me to program
the macros in Excel and gives me the error that macros are not enabled.
Am I missing something?
Please help.