If you want to do this in Group Policy, this quote may be helpful to you.
You can control this with Group Policy, as well. Use gpedit.msc and
drill down to
User Configuration → Policies → Administrative Templates → Windows Components → Internet Explorer → Internet Control Panel → Security Page
Enable "Intranet Zone Template" with the Low
option.
Then enable "Site to Zone Assignment List" and use the Show
button to add your "sites" (servername, servername.domain, ipaddress -
the values you enter depend on what name or IP you use to access the
share) with a value of 1.
Lastly - and this is the most important step - drill down one folder in gpedit to "Intranet Zone" and enable
for "Launching programs and unsafe files", choosing Enable from the
drop-down.
Close gpedit, reboot or run gpupdate /force and enjoy no
more annoying Windows Security dialogues!
From the bottom of http://social.technet.microsoft.com/Forums/fi-FI/w7itprosecurity/thread/35ca8f9c-5e69-4b7f-a002-0d72fa0dc14b