PowerPoint video linked with excel data

I have created a PowerPoint video with one cell of link data and when I run this on the xibo player it bring up a box saying “do you want to open or save this file?” I click open and then I get this box "Microsoft office has identified a potential security concern " with an update links tab I click that and then see the video. My question is how do I get these boxes without clicking them to just show the video?

The FAQ is always a great place to start:

With regard to the security settings, you would need to configure Office on the Player machine not to bring up that prompt. It’s not something we directly support, but asking on a forum appropriate to Microsoft Office how to turn off the security concern prompt you’re seeing should get results.