Windows XP and Excel’97 macros

I have a user running excel 97 under Windows XP and when they open a sheet that contains any form of macros it gives them the following “Permission to use object denied”. Sheets without any kind of macros open fine.
They open fine on other workstations running the same OS and Excel 97 as well.
Any ideas if this is a workstation/Excel setting somewhere.
I’ve tried turning off Excel macro virus protection under Tools Options.