Activex control security message

[John Morgan]

In Excel 2003, I'm using ActiveX controls supplied by our
ERP vendor SAP to retrieve data from the SAP system. When
I start the application, I get a message box stating " This
application is about to initialise ActiveX controls that
might be unsafe. If you trust the source if this file,
select OK...."

How can I supress this?

Thanks, John