This Document gives instructions to avoid SAP GUI Security Pop Up when Download/Upload Attachments/Files from/to SAP.
Example Pop UP:
If you want to authorize to avoid this Pop Up, Please follow below steps.

On top of SAP screen, press customize local layout button

Then select Options

Below Pop Up appears

Select Security settings 
Status appears as Customized like below

Change status customized to disabled

Press Apply
Now Security Pop Up will be disappeared when you try to Upload or Download to SAP.