When opening files on the network over mapped drive OR UNC, you receive a “publisher” or “security” warning before running the file. Very annoying.

In IE, you add the server or domain to your “local intranet” security zone. In my case, my server was: main.domain.local
It was mapped on O: drive.

So in the zone I added:
\\main
O:\
domain.local
\\domain.local

That took care of all kinds of connections.

On a domain wide setting: In active directory, I added a group policy for the file types of moderate security.

Go to a domain policy, I did the Default Domain Policy on mine. > Open User Configuration > Administrative Templates > Windows Components > Attachment Manager.

And edit the item: Inclusion List for Moderate Risk file types

Add: .doc;.xls;.exe;.pdf
(just the most common, you might want more)

Add the type you want to exclude from the security warning. Reboot the client computer, or run gpupdate on it to get the new policy. Problem went away for me!