There's no getting around the Macro Security message if security is set to Medium or High. You can set the security to Low, but that's not advisable unless you've got a Virus Scan program running.
A better plan is to get a Digital Certificate. The Microsoft Knowledge Base details the process pretty well.
There are also ways to "force" users into enabling macros by setting all the sheets except a "dashboard" sheet to XLVeryHidden in the Workbook_Open event with an explanation that Macros must be enabled in order to access the worksheet.
Similar to the Password required workbook I'm attaching.
I get the prompt even on low. I have the certs no problem but I was wondering if this latest Excel prompt could even be disabled. For example some of the new security features (even the ones that have been around a while in XP) such as the Outlook object model guard prompt can't be turned off (even with a cert - in Outlook's case you have to install an MS Exchange form and registry hack.)