To set up a trusted location (2007) -- 2010 is similar but I don't have that on my PC.
To to the Excel Options.
Click on Trust Center
Click on Trust Center Settings (button on right)
Click on Trusted Locations
Bottom right, Add New Location
Browse to the folder that you want to trust (eg Desktop, then click on My Documents). Make sure that Trust subfolders is checked, then OK.
Now, any documents in this location will open without security prompts.
Email attachments will always give you the editing message (are you using 2010?) until you save them in a trusted location.
Denis