When you export a sheet, this box will appear. If it doesn't, it automatically saved to downloads. If saved, skip step 3

If you choose "Open"...

When the sheet is first exported, this ribbon appears. Click the button.

If you click the link, click the button here.

If the sheet appears like this, close the sheet and re-export the file

This ribbon appears. Click the link, NOT the button

Drop down the button and choose Advanced Options

Select "Trust all from publisher" and click the OK button