Embedding A Word Document Link In Excel

I managed to embed a link to a Word document inside an Excel file but now I couldn't figure out how to get rid of a dialog box that opens up when I open the Excel file. Please see the attachments. In the first attachment, DDE, it shows the dialog box that had been opening every time I opened the file. I then opened the Trust Center and checked the DDE settings, DDE1. It had the first choice under Security setting for Dynamic Data Exchange already checked, where the Red arrow is pointing. I then saved the file, but it did no good. I get the first attachment every time I open the file.



So, I have been experimenting and believe I may have found a solution but not sure it's the thing to do.

I checked the second box in the Trust Center under, the box under the one pointed out by the Red arrow. It was recommended that I do not check that box, but it was the only way to avoid the first dialog box from appearing every time I opened the file. Any thoughts on that solution would be appreciated. Thanks.

 

OK, let me rephrase my question. In the attached screenshot, even though it does not show it, I have enabled the option that is pointed out by the Blue arrow. It, as can be seen, is not recommended but, it was the only way for me to stop the dialog box from opening every time the file was opened. What is the danger in checking that option and is there any other way around stopping the dialog box from opening?