A pop up should be seen after enabling the macro

Hi Experts,
I am having a minor issue with my Microsoft Excel together with its macro. I got no problems with the result that the macro is giving me, but what I am bothered it, whenever I enable the macro and the link as well, it does not give me a pop up. But, when my officemate’s computer is used in enabling the macro and the link, there is a pop up after that.
Well, if you are to ask me, why the pop up is important, it is because it will show me if the link that it opens is correct and not just an Excel file with a duplicate file name in the shared drive.
So, I want to have the pop up show after enabling the macro and the link. Please help me. Further information, I am using a Vista machine and Excel 2007.
