Prevent Microsoft Office from showing a warning when opening a Project file from Sharepoint

Solution 1:

This solved the problem:

  • Run Internet Options > Security tab
  • Click Trusted sites
  • Click Sites
  • Enter the SharePoint URL for the project folder (such as https://contoso.sharepoint.com and if necessary use wildcards)
  • Click Add
  • Slide down the Security level to "Low"
  • Click OK.