Word's Macro Warning

You'll either need to set the security level to a lower level of protection or create a list of trusted sources.

Look at Microsoft article Q233396, "How to Reduce the Chances of Macro Virus Infection", for information regarding this feature. It describes the whys and whats and hows in detail.

http://support.microsoft.com/default.aspx?scid=KB;EN-US;Q233396&

REMOVE SPACES from the pasted URL

Tools>Macro> Security set to Low.
If you have a Virus scanner this could be used.