How to stop Firefox warning about downloading executable files?

There is a checkbox for "Do this automatically for files like this from now on." Selecting that checkbox will cause it to always go straight to saving the file.

Set browser.download.manager.alertOnEXEOpen to false in about:config. This fixed the constant EXE warning for me.

Download a zip file, choose "save as" and choose "do this for file types like this in the future". Close firefox when download is complete. Open C:\Users\Username\AppData\Roaming\Mozilla\Firefox\Profiles\Profilename.default\mimeTypes.rdf using notepad. Replace all occurrences of zip with exe. Close the file and choose yes when prompted to save. Open firefox. Download a zip file, choose "save as" and choose "do this for file types like this in the future". Firefox will now download zip files and exe files without prompting. If you are nitpicky about the wordings used by firefox in the mime types section for exe files, then do another search in the mimeTypes.rdf file and replace the "Compressed (zipped) Folder" sentence with "Executable file".