Problem Forcing ALL CAPS in Column - Security Free Message Continues to Come Up

[kescco]

I am trying to get all entries in Column D of a single worksheet to capitalize. I am trying this code in the "ThisWorkbook" area of the spreadsheet.
Private Sub Workbook_SheetChange(ByVal Sh As Object, ByVal Target As Range)
If Target.Column = 4 Then Target = UCase(Target)
End Sub

Yet, when I try to save the file with these changes it says they cannot be saved in a Macro Free workbook. The problem is I have Macros enabled in this workbook under the Developer tab and also have the Access to VBA option checked as well.

Can someone tell me what I am doing wrong or if there is a better way of accomplishing this.

BTW, I am using Excel 2007.

 

[vlady]

When we save with codes you have to select the file type.
Click save then just below to file name are the options for File type "Save as Type:"