Following a recent update from Microsoft, you can no longer open macro enabled spreadsheets directly online. The files need to be saved to the computer and properties set to allow the file from a trusted source.

If you get this error when opening the Excel VAT Filer from the online client hub, you need to click file / save as and save a copy to your computer, such as Desktop or My Documents. Once the file has been saved, if you right mouse click and select properties, on the general tab there should be a tick box for unblock. Tick this and then click ok.

This will allow you to open the saved Excel VAT Filer spreadsheet. You may still receive a security warning but can click to enable content or enable macros and that will then allow you to proceed to use the link cells or link import sheet option within the VAT Filer spreadsheet. 

The new feature from Microsoft seems to block the downloaded files in certain locations from running, so for example you cannot unblock the file while in Downloads. You will need to copy and paste the file to a different location on your computer, or contact your IT support for assistance.