Excel 2007.

When I open a workbook by double-clicking on the file name from a list in Windows Explorer, it loads the file into Excel and very helpfully prompts me that the file contains macros, and would I like to enable them. So I enable them and everything works swimmingly.

But if I later try to open the (same) file by first running excel and then selecting the file from "Recent Documents", then it opens the file fine, but with macros disabled and, furthermore, it does not prompt me whether I wish to enable macros and I cannot find anywhere to change the setting for the current open document.

I can click on the "Developer" item in the menu bar, and then in the ribbon there is a "Macro security" button. If I click on that button then it comes up with some 4 options on which it has pre-selected "Disable all macros with notification".
I have no objection to using that setting, but where is the "notification"?