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Disable Open File Security Warning

Group Policy

Open a or create a group policy object
Go to Policies → Administrative Templates → Windows Components → Internet Explorer →Internet Control Panel → Security Page
Edit Site to Zone Assignment List
add *.domain.name with a type of 2 (for trusted site)
Go to Windows Components → Internet Explorer → Internet Control Panel → Security Page → Trusted Sites Zone
Edit Show security warning for potentially unsafe files
Enable the policy
Set Launching programs and unsafe files to Enable