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To view the macros in the file after this, open the file, go to 'view' and 'macros'.
Although you need to enable Developer menu first in recent versions of Excel. As @Chalfie implies
This sounds like something I see at work if I download an xlsm file. To get round it, I right click on the file and go to 'properties'. In the 'attributes' section on the general tab, there's a 'security' section and a tick box on the right that's labelled something like 'unblock'. I tick the box and click 'ok'. Then I can run the macros.
To view the macros in the file after this, open the file, go to 'view' and 'macros'.