How can I stop Security Warnings?

I am attempting to automatically log on to a remote intranet via ISDN dialup. Sometimes it works but all too often the automatic connection is blocked by a message box headed "File Download - Security Warning" which requires a manual mouse click to get past. How can I prevent this? If I could find a way of adding an ISDN phone number to the Trusted Zone that might work but only http addresses are allowed in the Trusted Zone - or am I wrong? This all happens at 0100 hours and the data download takes 3 hours so arriving at 0900 to find that I can't use the data before 1200 is VERY frustrating.