Hyperlinks to other documents

[Access beginner]

Hello everyone,

I was hoping someone may be able to help.

I have a few hyperlinks on one of my forms and when I go to click on them,
the following message is appearing:

Opening "List of Files.doc"
Hyperlinks can be harmful to your computer and data. To protect your
computer, click only those hyperlinks from trusted sources. Do you want to
continue?

When I press continue, it does what it should, but is there anyway of
stopping this warning pop up appearing in the first place?

Thanks very much