FAQ for General Questions   

How do I remove the Windows XP SP2 Open File Security Warning box when running .exe files?

You must be logged in as the administrator or someine with adminsitrator rights.

Start the Group Policy Editor by clicking Start - Run and then type gpedit.msc and press OK.
Go to User Configuration section
Navigate the tree down this path:
      Administrative Templates - Windows Components - Attachment Manager
Double click on the "Inclusion list for low file types"
Click the radio button to ENABLE this feature
Type the file types you don't want to be warned about in the box (for example: .exe)
Close the Group Policy Editor then try to run again the .exe file again

Warning: Doing this does not just disable this warning dialog for software from RJL Software, it will disable this dialog for any .exe file you run within Windows.