How to disable Open File Security Warning when running applications?

 How to disable Open File Security Warning when running applications?

I was getting this warning box even when I tried to open .jpgs or .exe that had been sent as attachments in email. Very annoying!
There should be an easy way to unblock this.
Note that you can unblock individual files one at a time, but not a group of files.

The fix mentioned somewhere else here does work. Create an environment variable: SEE_MASK_NOZONECHECKS and give it the value 1. This will disable the zone checks and make your life easier.

For dummies:
Go to start, right click My computer. Click properties,

Advanced tab, environment variables. In USER variables, click NEW & the variable.