maybe offtopic but "Open file-Security Warning" message

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I use a little program that has new versions/updates frequently.
Every time I dl the new version and attempt to start it, I get:
a window that says:
Open File - Security Warning


and I have to clear the Always ask before opening this file box.

Is there a way to tell the Security module that even though it's a new
version, I still want it to open/run without the warning each time?

please and thank you.

--


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