Can't Disable Warning msg in Word

I have a word document with a picture inserted into it. I right clicked the picture and added a hyperlink to an mpg video clip that is stored on my computer. Now, every time I click on the picture, instead of going immediately to the video clip and running it, I get this really annoying warning about trusting this file. How do I prevent this warning message from being displayed every time I click on the hyper linked picture in Word? I am running Windows 7 professional 64 bit and Word as Administrator. I am the only person on this machine – it is a stand alone pc in my home – not connected to any company network.
I have scoured the internet for potential solutions and none of the suggestions have worked. A screen shot of the warning msg is attached.
Thanks in advance for ANY help.

Am running 2003 Professional and 2007 Ultimate. Same problem on both versions of Word. Interestingly enough, I do not have this problem on my old XP machine. Am thinking it may have more to do with 7 than with either version of Office, but then I know a whole lot more about DB2 and mainframes than Windows - so maybe it is just an Office thing.

Thanks, Ranger4. I have printed out the directions for each and will test them out and let you know via the forum. Thanks for the heads up. Nice to have a friend down under!

Ranger4. Tested the Regedit approach for both versions of Word. Both unsuccessful. The warning remains. Back to the drawing board.

It appears that the warning message is from HLINK.dll (according to MS, HLINK.dll warnings do NOT have quotes around the file you are attempting to open). Since there are no quotes, I must assume that MS is correct. I should also point out the I have other hyperlinks contained in this Word document and clicking on them does NOT produce any warning msg. Those links call Windows Media Player to run a playlist. It is only when the link makes a call to run an mpg video file. These are hyperlink calls, not macros.

Hi Ranger4. I have studied the websites and I really appreciate all your help. Word does not have a Developer tab as is the case with PP, and playing the video clip inside the word doc apparently will only work if I allow it to be run with Flash player and that diminishes the quality. Linking to it allows me to use Power DVD which lets me run it in HD full screen mode. But all the ideas were worth a test run and look see. Thanks. I still think it has something to do with Windows 7 and the HDLINK.dll. All searches regarding HDLINK.dll have turned up dry. I don't want to totally disable the dll as that will cause a whole bunch of errors, and when it comes to outside mpg clips I would want a warning for those. I'm beginning to think that I am SOL on this one, but I'll leave the forum open for a bit longer to see what comes through. If you think of anything else or have a brain storm idea later on, I'll be all ears. If not, thanks for all your efforts. Just knowing someone gives a rat's ass makes it easier to deal with. Thanks again.

What does ICACLS have to say bout the MPG file's File Integrity Level?
(The link is to Vista. Applies to W7 too.)

If there is a mandatory level, it should set to medium.