It sounds like you're using Access 2003. This is a new feature much like the features that were added to Office Word and Excel years ago.
There are several ways to disable the message. However, you cannot disable the message from the code in your database since the message appears BEFORE your code is executed... after all, if your code could execute, there's no point in displaying the message because if it was malicious code the attack would have already occurred.
The recommended method is to digitally sign your database. You'll need a "digital certificate" to do this. Chapter 20 in our book "Access 2003 VBA Programmers Reference" discusses this. (Access help describes this as well.)
Another option is to launch your DB using a VBScript. This is also in the book. In brief, the VBScript creates an Access object, sets the security level to low, then opens the database. The security level only applies to that instance of Access -- when your users close your database and exit Access, the security level for Access returns to whatever was set using Tools | Macro | Security.
Of course, as you mention, setting security to low (on every machine that opens your database) is an option. For obvious reasons, this is not recommended.
Randall J Weers
Membership Vice President
Pacific NorthWest Access Developers Group