excel 2007 -- how can i activate properties for active x components?

I just create a simple command button on worksheet and then try to add vb code on it. Unfortunately, I can neither find the property by right clicking the button as in excel 2003, nor run macro on it, with one alert box informing "all macro has been disabled" or "VBA is not installed". Weird....

Actually I have finished all following actions:

1) trust all macros (triggered from trust centered)
2) install vba.

Please share your experience, many thanks


P.S.: I just want to say i am very disappointed with Excel 2007, the help doc doesn't clear enough about the difference between 2007 and 2003 by features. The only reason I have to install 2007 is that I have to find a software to open .xlsx from where I am working. I swear that is the only reason. Or I am not familiar to 2007 yet?