The Open File Security Warning dialog box appears when opening files after an upgrade of Windows XP with the SP2 update. This function was added in the SP2 update to improve Window's security. The warning enables you to protect your computer from harmful files executing without your consent. Unfortunately, the constant pop up of the warning quickly becomes an aggravation.
Method 1
Basically this prevents scheduled scripts to run on the system. If you are absolutely sure you want to allow the execution without confirmation, you can add the server which shares the executable file(s) in the Internet Explorer’s Local Intranet Zone. The systax is file://servername not http://servername. Note that this action compromises the system security.
Method 2
To disable the warning start the Group Policy Editor (Start > Run, type gpedit.msc and press OK) and go to:
User Configuration > Administrative Templates > Windows Components > Attachment Manager- then set Inclusion list for low file types to Enabled and enter the file types you don't want to be warned about in
the box (for example: .exe).