Blocked for Security?

I've been using Windows XP Home for a while now, and on my latest reinstallation, new files I download and presumably the files I'll be putting back on from my backup drives have a security warning in properties that it's from another computer and 'might' be blocked.

I haven't had any access problems, and you can click unblock, but doing that on every file, if I have to, will take a while.

How can I disable this 'feature' all together?

 

That's a start, but I'd rather my files not be possibly blocked at all, as I said, I never noticed this before...and I've been using XP for 8 years-ish.