How to access macro in excel?

I am experiencing a problem with my Microsoft Excel. Whenever I try starting a macro in an existing spread sheet, I encounter an error message saying “It appears that you have opened it using Internet Explorer.
Please download the spread sheet to your computer and open it using Excel”. It somehow worked after a long time but then it suddenly stopped working again.
I already tried looking at the file associations and I thought I saw something wrong but I still could not correct it.
I hope you’ll help me deal with this problem. Thank you.
