How to stop "Open File - Security Warning"?

[#1]

How can I stop the “Open File - Security Warning” dialog appearing when I click its shortcut on Windows Server 2012 R2?

I know it can be done as I have four machines running the same shortcut, but only 3 of them prompt and I can’t seem to replicate it from the one that doesn't. Needless to say I have searched but the executable in question is being launched from a remote file share.

[#2]

Perhaps the first open doesn't point to an open file.

But subsequent ones do?

[#3]

@VileReynard, I don't quite understand what you mean?

When I confirm the action the executable runs as expected, I just don't want or need to be prompted about it at launch.