Unable to use Excel files with Macros

I integrate Box to Microsoft Office to enable the new collaboration feature.

However, something isn't right about Excel. When I try to open one with Macro setup, it does not work anymore, and shows error "SECURITY RISK: Microsoft has blocked macros from running because the source of this file is untrusted."

If I remove the connection to Box service in Excel (File > Account > Connected Services), then the macro could be running again, which is a temporary solution. But there are other problems with different users in the same file and getting duplicated files when saving it etc. 

I use Box Drive on my desktop and open files from there. I tried to trust the location, even if I have "Redirect Box Drive" to remove my user name in the folder path, Macros in Excel don't work either.

Anyone could help?