A Little OT but still relevant

We are really starting to use Company web as part of our document management
processes and find extremely helpful.
One thing that is annoying all users is the waring received as follows when
opening a file.

" Opening http://companyweb/etc etc

Some files can contain viruses or otherwise be harmful to your computer.
It is imporatant to ensure that this file is from a trustworthy source.

Open File? "

Can anyone tell me how to turn off this warning please.

I am fully aware as to why Microsoft implemented this message, however, the
powers that be deemed that it should be turned off.

Regards
Steve





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