Export EP project to MS Project Error

Errors and Error Messages
Q:
In attempting to establish the export to MS Project, I am encountering the following error message. We use MS Project 2003 here.

A:
Please do what the message says - run MS Project and open Tools - Options, click on the "Security" tab, and in the "Legacy Formats" section choose the "Allow loading files with legacy or non default file formats" option.

Click on "OK" button to save the change and your MS Project will not ask you such the question any more.

Note: While the legacy part of the message may not pertain, it could be a minor difference in the options used in both Project Management software programs which is causing the error.