Navigate to the registry file.
HKEY_CURRENT_USER\Software\Microsoft\Office\<VERSION>\Security
Create a new string value named Level1Remove. You must use that key name.
Open the string value (double-click it) and enter the appropriate file extension you want to unblock. add the extensions you want with leading dots and trailing semicolons like:
.pst;.rar;.mp4;.zip;.exe;.docx;.xlsx;.jpg;
<VERSION>
11= Office 2003
12= Office 2007
14= Office 2010
15= Office 2013
16= Office 2016