Turning off that security warning in Access 2003 is actually not that hard to do, but it opens you up for some potentially harmful functions or macros to be run if you do. You have to be absolutely sure that the database you're receiving are SAFE.

What you have to do is go into any database and go to TOOLS > MACRO > SECURITY, then on the Security Level tab set the option to LOW. Now Access won't give you that warning any more when you open databases.

If you don't see that menu option, see this page for instructions on how to reset your menus:

http://support.microsoft.com/kb/833219/en-us

If you've upgraded from a previous version of Access (like 2000 or XP) the Macro menu item might have disappeared.