The Excel file with documental extension "xlsm" can not be saved in SharePoint document library.

I'm trying to describe the question in detail.

I uploaded a document named "Myfile.xlsm" into SharePoint library, when I open this document from SharePoint library, its duplicate will be downloaded automatically on my compute, so I can't save it in SharePoint website after I finished editing it.

The file I edit is at "C:\Users\Myname\AppData\Local\Microsoft\Windows\Temporary Internet Files\Content.IE5\AP8IZPTX\Myfile.xlsm"

but it should be at http://dev-sharepoint/Shared Documents/Myfile.xlsm.

I want it be where it should be, what can I do to resolve it?

Can anyone help me? Thanks.

PS: it only happened to the office file with extension "xlsm", even "docm" is OK.