disable winxp security alert

I have a friend that has a small business and we setup his
server(win2k server) and 7 clients(winxp pro) and the
clients map a drive to the server and run an app from the
server which accesses a foxpro db on the server.

The problem is that everytime you launch the app, you get
a message that it might not be safe to launch the exe
file, and the box to disable the message is greyed out.

Is there any way to disable this message, without making
the win2k a PDC and joining all pc's to the domain?

Thanks.
-j