Snapshot Security warning after Office 2003 upgrade

Hi!
My company have Upgraded to Office 2003, but after the upgrade we are having
problems oppening snapshot files from an Access snapshot application. Is
giving me a warning about files that can harm your computer and it won't let
me open them unless I save it first and then Open it from another location.
Before, it gave us the same warning, but it shows a check box that if you
Unchecked it once next time you open it without the warning. This version
won't give me that option, so i would like to know if there's an option that
i can disable to let me open the file or if the Access report applications
needs to be change it to handle this issue.

Please help!
Thanks,
AP