I agree. I've seen these warnings from time to time and assumed like you did that the other person had linked to another spreadsheet or used OLE or something. I

I agree. I've seen these warnings from time to time and assumed like you did that the other person had linked to another spreadsheet or used OLE or something. I clicked no because I was sure I didn't have whatever other file it might be linking to, not because I was concerned it might be insecure.