If you, or more precisely the user, makes the web site Trusted then downloaded files are not blocked. So this is better albeit the process is, from a user's perspective, still too complicated.

In my (long) experience of developing applications for average office workers it is essential to make everything as simple as possible otherwise they will find an alternative, and less good, way. It's the programmer's job to provide that simplicity though of course it would help if the major software vendors made the programmers life easier.

As it is I see myself having to write a little program for the user to run that finds the latest version of the downloaded data source, creates a new copy of it to unblock it, renames it, shows the user a list of merge docs and, when a doc is chosen, opens it and does a merge to new document. As you say there may well be on-going maintenance (due IMHO in no small part to the inability of major software vendors to maintain compatibility) but that's what maintenance contracts are for.