Microsoft Security Warning

[K]

Hi all, I got macro set on a button (see below)

Private Sub CommandButton1_Click()
ActiveWorkbook.FollowHyperlink Address:="C:\My Doc\Record.html",
NewWindow:=True
End Sub

The problem is that when I click on the button I get a Microsoft
Security Warning saying "Some Hyperlink can be harmful. Do you want
to continue" . Is there way that I don’t get this warning although
macro does display the web page when I click on "Yes" but still i dont
want this warning to appear. Please can any friend can help