Macro security issue - unable to save as macro enabled sheet

Hi experts,

I have experienced an issue with saving my sheet as a Macro enabled file.

I tried to check the boxes in the Trust Center to enable all Macros and Trust VBA in Excel.

However, every time when I create a new VBA module, when saving it, Excel always notifies me the file is going to be saved in a Macro-free workbook.

My question is:

The file is set to trust Macro and VBA, why when saving VBA a window still pops up saying the file is not Macro enabled?

How can I resolve this issue?

I simply want to create a Macro, save it and use it.

Please understand my frustration...