Just tested my app on 2003 and discovered that several new security-related pop-ups are going to drive my users nuts.
1) When they open the Access .mdb they get a warning alerting them that .mdb's are dangerous. They then have to click on this message in order to open the app.
2) When they try to open Word merged documents that are created via the app, they get a warning saying that opening the .doc file will cause "SELECT * FROM..." and see my SQL statement for the merge. Once again the point of the email is that what they are doing is dangerous and they have to click to proceed.
I have 2003 installed and have this problem with security warnings. Another option is to digitally sign your projects or use the Self Cert option as mentioned in the Access Help. I was looking at this a couple days ago but did not have the Self Cert options installed from the CD. For now just went with the easy answer and set Macro Security to Low, like ghozy said. Signing a VBA Project