When you download a file from the internet and save it to your Windows computer, it "knows" where it came from and you have to right-click it and click an "Unblock" button to allow it to run. It's a security thing, and generally it's a good idea.
What happens if you have 10, 100, or even 1000 different files you need to unblock? You don't want to do that manually.
- Go download the SysInternals "Streams" utility.
- Run it on the files you want to unblock using the "-d" option and delete the alternate filestreams. It will look something like this if you're unblocking a ton of help documents:
streams -d *.chm
The reason this works is that the information about where you downloaded the file(s) from is stored in an alternate filestream. Nuking those alternate streams means Windows will think it's a local file and will stop blocking it.