Or the file may open totally blank also.
Your system's security settings are most likely recognising the file as originating from another computer and/or the internet, and therefore it flags it as unsafe.
Unblock the individual file
After exporting/downloading the excel file, it will be saved somewhere on your computer (most likely your "Downloads" folder, or maybe your desktop).
- Find the file, right click it and select "Properties"
- In the "General" tab, towards the bottom there should be an "Unblock" button - click it. Then click OK to dismiss the Properties window.
- Try opening the file again. If the warning appears again, click yes and it should open normally.