.exe extensions over network

I am using Windows XP and am attempting to open an .exe file over my network from a local server not in my domain. While opening the .exe the following error message pops up in the in a “File Download” window:

“Some files can harm your computer. If the file information below looks suspicious, or you do not fully trust the source, do not open or save this file.”

I do trust the file and don’t wish to see this error message regarding this file. How do I turn off this message?

Thanks in advance for any useful information.