Sash,
The easiest way to avoid it is to create a "Trusted Location" on your PC,
where you put all of your Access applications which contain code or macros.
If you are using Access 2007, you should see a "Security Warning" right
below the Ribbon Bar, and there should be an Options button. Click the
options button.
Then, at the bottom of the Security dialog box, there is a hyperlink that
reads: "Open the Trust Center". Click that hyperlink.
Click on the "Trusted Locations" option on the left side, then click the
"Add new location" button on the bottom of the page. Select the folder where
you are going to put these applications (you can select multiple ones). Then
say OK.
Put your mdb or accdb files in that location, and you should not see that
message anymore. Be careful what folders on your computer you define as
"Trusted Locations". As an example, I'd avoid the desktop.
HTH
Dale