Have a look at this KB Article for disabling that "some files may contain
viruses" message in Office 2003

http://support.microsoft.com/kb/829072/en-us


Gord Dibben MS Excel MVP

On Tue, 30 Oct 2007 06:59:10 -0700, eugene
wrote:

Hi,

My workbook contains many links to other files - all on my PC. Links to
files in the same directory open without a warning. But links to files in
other directories do not open until one says OK to a warning ("some files can
contain viruses ..."). I cannot store all files in the same directory but do
not want to have to say OK to open any files.
Is there any way to disable this warning? Can't find anything in Help or
under Tools/Options/Security.

Eugene