We use a SharePoint 2007 site internally with Office 2010. Whenever I open a Word document to edit it, I get a prompt saying:
Some files can harm your computer. If the file information below looks suspicious, or you do not fully trust the source, do not open the file.
I've been unable to find a reliable answer around the web. Some suggested using the Windows File Types dialog to remove the prompt on download option, but this dialog is not available in Windows 7.