In Excel, on the tools menu, Macro, Security, there is a Security Level tab. Click the lowest level and the warning will be disabled.
Just remember that lowering the security makes you more vulnerable to a macro virus. That's the reason that the message is there, so that you can decide before the macro starts whether you want to enable it. But it's certainly your prerogative.
If you're using it yourself, you can try selfcert. Start/Find "selfcert" (without the quotes). You may have to look on your installation CD. Fill it out with your name.
Now, back in your VBE:Tools/DigitalSignature and choose the one you just created.
I do this on my projects and when they're on my machine there's never any further Macro warning dialogue (not, that is, for the macros I have written myself).
HTH