When i open my excel file, I always got Security warning "Automatic update of links has been disabled"

I click option button, it says:
"Automatic update of links has been disabled. If you choose to enable automatic update of links, your computer may no longer be secure. Do not enable this content unless you trus the source of this file.

File Path: E:\A\B\C.xlsx

The question is, why the File path is its file Path...
Its annoying, with excel 2003, i never have this warning