When you add a macro to a new or existing document that doesn't already have them, Word assumes you want to enable macros in that document. When you save said document, it must be saved in the macro-enabled format (docm - or dotm for a template) and, when re-opened, you must enable macros. One way of doing that without getting the 'enable macros' prompt is to save the document/template in a trusted location.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]