Vista blocking macros in Excel
 

Hi,
I have some engineering spreadsheets that run macros and create files.
These have always worked fine in Windows XP. I have a new laptop with Vista
and now everytime I run the macro, I get a "Permission Denied" message". I
have gone to the security settings and turned the protection mode to off, and
now they run fine, but have to live through a lot of messages form Vista
about my security... and I wousl like the extra virus rotection witht he
protetcion on. Is there a way to turn the protection back on and still have
Excel run its macro and create files? Also, I have administrator rights.
Thanks
Ted