This process should allow you to save a file when you get a message similar to this:

- Open Excel
- In the lower left corner, click on "Options" (If Options is not in the lower left corner, click on "File" at the top left, then "Options" bottom left.
- Click on "Trust Center" on left panel.
- Click on the "Trust Center Settings" button on the right side.
- Click on "File Block Settings" on the left side.
- Find the file type you're trying to save (Excel 2007 in example above), and UNCHECK the Save box to the right of it, if it is checked (if a box is checked, that means that Excel will BLOCK it).
- Click the "OK" button at the bottom right.
- Click "OK" again.
- You should be able to save the file now.