How do I stop a warning dialog box from showing up?

I have a file with pdf files in it. It is as agenda with links to the other files in the folder. When I click on a link I get a security warning dialog box stating ” The document is trying to connect to ” the cd drive and file name”. If you trust the site, choose Allow. If you do not trust the site, choose block.” I need to prevent the warning box from showing up.

I have tried this on a machine running xp pro sp3, ie8, and adobe reader 9.2 and a machine running sp2, ie6 and reader 9.2 with the same result.

Help I have a board meeting in less than 24 hours!!!