Does this happen if you simply create a new document, not using your macro at all?

You do NOT want to trust all macros. Period.
Normal.dotm should be located in your User Templates folder. That should be listed as a Trusted Location in you Trust Center settings.

The warning is coming up because a change has been made in your template, presumably normal.dotm. You want to find out what is making the change. It may well be a poorly-written Add-In.