Thanks to Mike for these commands, see http://stackoverflow.com/questions/8583521/why-do-i-get-security-warning-message-this-file-contains-potentially-unsafe-dyn
CurrentValue[$FrontEnd, {"NotebookSecurityOptions", "TrustedPath"}] Out[212]= {FrontEnd`FileName[{$InstallationDirectory}], FrontEnd`FileName[{$BaseDirectory}], FrontEnd`FileName[{$UserBaseDirectory}]} CurrentValue[$FrontEnd, {"NotebookSecurityOptions", "UntrustedPath"}] Out[213]= {FrontEnd`FileName[{FrontEnd`$DesktopDirectory}], FrontEnd`FileName[{FrontEnd`$DownloadsDirectory}], FrontEnd`FileName[{FrontEnd`$LocalApplicationDataDirectory}], FrontEnd`FileName[{FrontEnd`$RemoteApplicationDataDirectory}], FrontEnd`FileName[{FrontEnd`$ProgramFilesDirectory}], FrontEnd`FileName[{FrontEnd`$ProgramFilesX86Directory}], FrontEnd`FileName[{$TemporaryPrefix}]}
Now to find if your current notebook is on the trusted path type NotebookDirectory[] and see if the output shows up in the trusted path of not. To add a folder to trusted path go to "Preferences > Advanced > Open Options Inspector". Then under Global Preferences search for trusted