Users prompted that jpg's can harm the computer when opening from SharePoint

Users are prompted when opening image files (jpg's) that they can harm the computer.  I have previously added our intranet site to the Intranet Zone in IE but this message does not go away.  This message does not appear for .doc, .xls, .pdf, etc files.
JpgHarmful.bmp
EMJTechAsked:
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KaddictCommented:
Wow :)

Please could you share us more information about what is happening? Looks like you click a download link that contains a JPG file, then you get that popup???

I.E. normally open links to JPG files you click directly into itself... so I dont understand what you're doing I guess

Please tell us more

-kaddict
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KaddictCommented:
yo back

im pretty sure what you're looking for it that solution:

http://www.dotnetjunkies.com/WebLog/jritmeijer/archive/2006/08/19/144065.aspx
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KaddictCommented:
(use manual configuration as the registry link's down, and manual > automatic)
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EMJTechAuthor Commented:
Kaddict,

I wish that was the solution.  I already checked that one out.  No love there.  As you can see with the attached image, no checkboxes are selected. (The same is true for JPG, JPEG, and JPE)

I also attached the action that produces this warning message.  It does this for any jpg file.
JPEGFileSettings.bmp
ClickPictureLink.bmp
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KaddictCommented:
This bug looks more common on Windows ME than Windows XP...

What Windows service pack do you have (none, sp1, sp2, sp3)
also
What version of Internet Explorer ?  6/7/8 ?

-kaddict
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KaddictCommented:
about my last post ..i say this BUG... well its not a bug :) maybe its annoying, maybe you wanna get rid of it, but I correct, its not a bug its a common behavior :)

-kaddict
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EMJTechAuthor Commented:
Windows XP SP3
IE7

Definitely an IE problem.  Does not happen in Google Chrome. Or Firefox.
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KaddictCommented:
its a normal internet explorer behavior yes. annoying and normal like vista's user control haha

well, try to reset internet explorer settings, go to Tools, options, advanced and use the Reset button. sorry can't be more precise since my windows is in french.
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