Opening Shortcut



I have a dell pc with xp sp1 installed. We have created
a shortcut to a program our network. The program works
fine, but when you first double click on the shortcut, a
message box pops up asking if it safe to open the
program, the dialog at the top of the box says 'File
Download". We have several other pc's on the network,
but this is the only one that asks for this. Is their a
setting that can be changed to recognize this as a
installed application, not a download ??

Thanks in Advance,



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