At the very beginning.
Created a new Excel Workbook from VS2005. Try to save it? Cannot access the .xls file. Try to run it? same error, plus the customization permissions error in the title.
Where do I set the permission?
EDIT
I've read a few SO questions and answers around this and it all seems terribly over-complicated. Give me a default security setting of open, let me download and install workthroughs to close it up, that's what I reckon.