Go to trust center.
- Check if trusted locations are Disabled. Place your file in trusted location and start it from there. Add a new location if necessary.
- Check if trusted documents are disabled.
- Macro settings is best set to Disable all macros with notification.
- Message bar is best set to Show the message bar in all applications when ....
Another thing to check (e.g. if this file was received by e-mail): locate the file in explorer, right click on it, select Properties and under attributes on the General tab check if it says something very long with an Unblock button next to it. If it does - Unblock the file.