hyperlinked files

[bakerd]

I have created a spreadsheet I use for my German language learning and each German word has a hyperlink associated with it that directs an MP3 file to open and play in the default program, in this case Winamp. Every time I pick one of the hyperlinks I get the following message:
"Opening C:\...\...\...\filename.mp3
Some files can contain viruses or otherwise be harmful to your computer.
It is important to be certain that this file is from a trustworthy source.
Would you like to open this file?"

Well obviously I know the file is safe, but what I need to figure out is how do I tell the system that it is okay to open these files without every time having to deal with this warning.
In XP Pro under "My Computer", then "Tools", then "Folder Options" there is a tab regarding "File Types", but in Windows 7 I don't know where that option is.

 

[Marbles]

If you click on the Office button in Excel, then Excel Options - Trust Center. In the Trust Center options, add the folder and subfolders if needed, to the trusted locations list. Close and re-open Excel, and the messages should stop.

 

[bakerd]

thank you