Currently, Internet Explorer Enhanced Security (IEES) restricts access
to a execution of a file through a shortcut with UNC link by prompting
a warning message about security before launching. It happens with
scripts, executable files, and other potentially unsafe files on a
UNC path,. The UNC path can be added to the Local Intranet zone
explicitly to fix the problem.
For example, \\server\share\setup.exe, you must add \\server to the "Local intranet" zone.
I NEED ANOTHER WAY TO DO THIS !!
The office uses a program that has hardcoded into it by the vendor to set the local server in the "Trusted Sites". I keep moving back to "Local Intranet", and it fixes it until the program launches again. Internet Explorer will not allow the \\server to be in both zones.