Right-click on the file giving you this warning, and choose Properties. On the General tab of Properties, click on Unblock (Apply, OK).
If you want to disable this warning, Create an environment variable: SEE_MASK_NOZONECHECKS and give it the value 1:
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Click start button, right click Computer and choose properties.
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Click Advanced system settings, in Advanced tab, click Environment variable button under "User variable".
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Click New to add environment variable.
If this did not work, add your domain account to local administrators group.
