打开此文件总是询问 always ask before opening this file

Today, I found a problem and searched. There's a new attribute on files that you download from the Internet. Right click on the file, choose Properties.. and you'll see the window as shown, with a message that says: This file came from another computer and might be blocked to help protect this computer. You need to click the Unblock button before you use the file... and then everything works fine...

If many files as that:

　　gpedit.msc->用户配置->管理模板->windows组件->附件管理器->中等危险文件类型的包含列表->已启用，.exe或.*

　　gpedit.msc->User Configuration->Administrative Templates->Windows Components->Attachment Manager->Inclusion list for moderate risk file types->enabled ,e.g. .doc,.pdf