That is a frequent question I have to answer…This seems to be a common issue.
In Central Administration, Application management, you will find the following option:
When you selected it, you will get this :
In the setting “Enable user-defined workflows for this site”, select “No” (you will notice other interesting options for internal or external users who don’t have site access, but who need to take part of workflows).
Now, if you open one of the site of the web application with Sharepoint Designer 2007, when you try to create a End User workflow
You will get this warning :