Security Warning...
 

Data connections have been disabled (Option)

I've tried many times to connect to another Excel 2007 Spreadsheet that was
on a network computer and after tweeking it (too many times) I receive the
above message. The option is to "enable this content" which I do and yet the
column will not populate with the external data.

After existing and coming back in I receive the same Security Warning message.

Help!