A family of Microsoft word processing software products for creating web, email, and print documents.
Yes, this is kind of stupid, but... When I click the link in the 922850 article under the heading "Word 2010, Word 2007, or Word 2003", it goes to the page http://support.microsoft.com/kb/922849. Scrolling down to the "Method 1" heading and clicking the "Click here" link under "Word 2010", that opens an illustration of how to use the Options dialog in Word to change the file block settings.
While it's nice to have the illustrations, almost everything you need to do is already described in the error message you quoted:
Click the File tab.
Under Help, click Options.
Click Trust Center, and then click Trust Center Settings.
In the Trust Center, click File Block Settings.
Once you get to the File Block Settings page, clear the check boxes next to the file type(s) you need to open or save.