Formulas & Some Macro Codes removed in .xlsm?

Something really odd is happening. I previously use Excel 2003. Recently, I use Excel 2010, so I need to convert my files .xls to .xlsm to auto enable the macro.

Apparently, for unknown reason, all the formulas and some macro code in my .xlsm were removed. I thought it was just this file, but when I check all my previous works done (over 120 files) during the past months year, I noticed that the code were no longer in there too as I cannot click on a button. When I checked VBA, the code linked to it got removed. It seems that it only affects .xlsm as when I check back my .xls file, the formulas and codes were still intact.

Anyone having this?

Yes.

Tab: Developer > Macro Security > Enable all macros...