Error: "Project location is not fully trusted by the .NET runtime"

From: Dan Mab*** (Seigfried_at_msn.com)
Date: 09/29/04 

Date: 29 Sep 2004 06:21:17 -0700

I received this message when opening an example project downloaded
from a publisher web site:

"The project location is not fully trusted by the .NET runtime. This
is usually because it is either a network share or mapped to a network
share not on the local machine. If the output path is under the project
location, your code will not execute as fully trusted and you may receive
unexpected security exceptions."

I've been reading a lot of information about this message and they all
relate to trying to open a project that is saved on a network share.
Mine isn't on a network share. It's right here on my hard drive,
freshly extracted from the downloaded zip file. So there is something
about this project that triggers this error message.

Can someone help me fix this project so it can be opened without
triggering this message?