Business View Excel Report - Can't save as .xslm???

I want to run an Excel maco on the data dumped into my Busienss View Excel Report. I'm using MS Excel 2010. Microsoft apparently requires me to save the file as an *.xlsm instead of an *.xlsx files, but ALM won't let me save an *.xlsm. I'm just double-checking to see if I'm missing something obvious here.

Thanks.