Taken directly from this Annoyances.org post:

Problem:
Running XP SP2 or higher, you try to run an executable located on another machine
on your network. Your accosted with a prompt: “The publisher could not be verified”.
You are forced to confirm that you wish to run this program… every time you run
it.

Solution:
Run gpedit.msc

Go to User Configuration >> Administrative Templates >> Windows Components >> Attachment
Manager

Add “*.exe” to the “Inclusion list for moderate risk file types” setting.

“This policy setting allows you to configure the list of moderate risk file types.
If the attachment is in the list of moderate risk file types and is from the restricted
or Internet zone, Windows prompts the user before accessing the file. …”

In other words, this allows you to run an .exe from the Intranet zone without a prompt,
but it will warn before running one from the Internet.

(If you Google, a lot of people are instructing to add *.exe to the list of low-risk
file types, allowing .exe files to execute from anywhere on the internet. A lot of
other solutions that simply don’t work are floating around as well.)

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