Your file is open, but what information is available to help decide whether to run the macro? To be able to answer this you're going to need some background information.
People who write macros can get their macros signed to prove they are trustworthy. This is called a digital signature. The signature is created by using a digital certificate.
Digital certificates are issued by commercial certification authorities, such as VeriSign, Inc., who do background checks to verify that the authors or producers of macros (known as publishers) are reputable, or "trusted." These certification authorities will be shown as counter signatories on the digital signature.
If you use macros a lot, you can create your own list of trusted publishers. If you add a publisher to your list of trusted publishers, you won't have to continue making security decisions about files signed by them, and you won't see the Message Bar for files signed by one of your trusted publishers. It's up to you whether to trust anyone at all. Read on to find out how the list of trusted publishers works.
Note Although it's also possible for anyone to create a certificate for personal use, called a self certificate, self certificates (except your own) are not considered trusted.