The relevant policies live under: User Configuration > Policies > Administrative Templates > Microsoft [App] 2016 > Security > Trust Center > File Block Settings
The actual error depends on the Office version, but the fix is always the same: The IT admin must either unblock that file type globally, or the user must use a third-party tool to convert the file to a modern format. Look closely at the File Block Settings dialog. For each file type, there is a third option nested in the dropdown: "Open selected file types in Protected View" (instead of blocking them outright). file block settings in the trust center
They allow you to say: "I will never touch a Word 6.0 document again. Please treat it as a potential bomb." The relevant policies live under: User Configuration >
Imagine you roll out Office 365 and decide to block saving to .xls . A user opens a modern .xlsx file, makes edits, and hits Save As. They accidentally choose "Excel 97-2003 Workbook" from the dropdown. Office will immediately reject the action with: "Your administrator has blocked this file type from being saved." They allow you to say: "I will never touch a Word 6
You must customize these settings. The default settings are too permissive for regulated industries (Finance, Healthcare, Legal) and too restrictive for engineering firms that rely on legacy CAD-to-Excel exports.