Get rid of Vista security warning

I have process explorer as a shortcut in my 'Startup' folder. When I log in Vista pops up a box ("Open File - Security Warning") that asks several times "Do you want to run this file?".

No matter how many times I un-check "Always ask before opening this file" it asks again on the next login. How can I get rid of that dialog?

Files downloaded from the Internet are marked as unsafe and Windows prompts you whenever you try to open one of those files.

To get rid of the warning, right click on the file and select properties. At the bottom you have a button called unblock. Click on unblock and then Ok. Now you shouldn't get that dialog anymore.

I found a workaround here: download the streams.exe program and run it on chrome.exe.

I know this is dangerous and scary and all kinds of not-the-right-solution, but it works. I still have no idea why Vista's "Unblock" button works fine for some programs, and not at all for others. Yay Vista!