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
drill down to
User Configuration → Policies → Administrative Templates → Windows Components → Internet Explorer → Internet Control Panel → Security Page
Enable "Intranet Zone Template" with the Low
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
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