Macro Security Popup box does not come up when Workbook is opened

We created a Workbook in Excel 2003 with VB code...macros.
It has a macro set up to open the Workbook on the first tab.
On the first tab/first sheet we have several buttons that activate other macros sending the user to different tabs.
The macros in this workbook work fine on our computers and our clients' computers that use Excel 2003, 2007, or 2010.

It does not work for One of our clients that has Excel 2007.
When they first opened the Workbook, it does not give the Security Warning popup box that says: "Disable Macros Enable Macros More info"
It is not recognizing that the Workbook has macros when the Workbook is first opened and therefore not connecting to the macros.
If they use the tabs at the bottom of the Excel Workbook to move from sheet to sheet, the macros are not activated and do not run.
If they go to the first sheet and click on one of our buttons (that active macros) then they get the Security Warning popup box that says: "Disable Macros Enable Macros More info".
They click the Enable Macros option and It is at this point that the Excel Workbook recognizes that there are macros.

Any idea what is going on with their settings...or computer....or ??? FYI: They are using Internet Explorer 7.
Why does Excel open the Workbook and NOT give the Security popup when the Workbook is first opened?