ImportXML method "Cannot establish connection to the server" error

My friend Peter, Access MVP, was recently puzzled by weird error, produced by simple line:

Application.ImportXML strPathFile, acStructureAndData

Runtime error was 31521 "Cannot establish connection to the server". There was no any network connection involved, strPathFile was as simple as "C:\Temp\Customer.xml". This xml file has been generated by:

Application.ExportXML acExportQuery, strQuery, _
strPathFile, , , , , acEmbedSchema

It turned out that Access Trust Center option "ActiveX Settings" was a source of such error, it was set to "Disable all controls without notification". Once it was changed to "Prompt me before enabling all controls …" – it works!

Thanks for sharing, Peter!