Note: You should only use a self-signed certificate for personal use.
To increase your level of security and eliminate annoying dialogs, you should only used signed macros with Microsoft Outlook (or other Office applications). To make it easier for users who write macros for their own use, Microsoft provides an application you can use to create a personal certificate for signing macros. The certificate is valid only for signing macros for personal use.
Look for selfcert.exe in the C:\Program Files\Microsoft Office\Officexx folder, where Officexx is your office version. Note that if you use 64-bit Windows and 32-bit Outlook, it's in the 32-bit Programs directory. In Outlook 2013/2016 Click to Run, look in C:\Program Files (x86)\Microsoft Office\root\ for Office15 or Office16.
Tip: to find the location in Windows 8 or 10, right click on the Outlook tile on the Start screen or menu (or that you find using Search), choose Open File Location (in Windows 10, it's under More). This opens the location of the shortcuts. Right click on the shortcut and choose Open File Location again.
Double click on selfcert.exe to run it then follow the prompts.
The certificate you create will work to sign Word and Excel macros too.
If you edit the macros after signing them, you'll need to remove the signature and re-sign.
More Information
Macro Security Levels in Office 2003
Using SelfCert to Create a Digital Certificate for VBA Projects
Published May 13, 2011. Last updated on October 25, 2020.