Causes
You are trying to open a link to a file, and the program is indicating that this is not allowed since the file extension is considered unsecure.
The program allows to open links only if the files are considered secure; a list of all file extensions considered secure is accessible and editable by the user, and it can be found under Tools menu -> Program Options -> Advanced
Solutions
The extension of the file your are trying to open (the final part, such as for example ".odf", ".xlsm") is not included in the files considered secure.
If you wish for your file extension to be considered secure, you can add it in the Tools menu -> Program Options -> Advanced