Run a program from Server

Hello,

Does anyone know how to avoid the "Open file - Security Warning" dialog when
running a program (.exe) from a server's network share?
This is from our local W2K3 SE local server. I have made a shortcut to the
Windows Vista start menu for some executables, which run perfectly, the only
annoyance is that on each start
an extra click on run is needed in the popup dialog. Note that this behavior
is the same if I manually browse to \\ourserver\shared_programs. With
Windows XP this was no problem (because the extra security was not as on
Vista by default).

Thanks in advance,
Perry