Excel is paranoid, and I'm an annoyed nerd.
 

I have a spreadsheet with a web data import query that is set to
automatically refresh every 30 minutes. Whenever I open the spreadsheet,
I get a dialog box "Query Refresh" that tells me my workbook contains
queries to external data that refresh automatically... etc., etc.
I have to click "Enable automatic refresh" to get rid of the dialog box.
I want to get rid of the warning box, and just have it run after being
started.

Looking through the help files, the only hint I got was to go to
Tools-Options-Edit, and there I unchecked 'ask to update automatic
links'. That doesn't change anything. I have security settings set to
the lowest possible option (I don't use anyone else's spreadsheets).

How can I make my spreadsheet trust itself?