How can I disable the security warning when launching shortcuts stored in the user's profile stored on the server?

My network is a Windows Server 2008 with Windows 7 clients. I recent set my network up to use folder redirection so user profiles are stored on the server. Whenever a user clicks on a pinned link in the start bar (not the start menu or anywhere else that I've seen, just the start bar), they get a security warning:

I'm guessing that Windows thinks my network is some scary internet source - the links are stored in the user's AppData folder, which is on my server. Is there some way to suppress this warning? Preferably, this would be something done once at the server level, or at least something I can put as a part of the default new user creation so I only have to do it once.

Just guessing here but it appears that Windows thinks your server is part of the "Internet Zone", try adding the server or FQDN to your "Intranet Zone" and see if that works. If so you can publish the zone settings via GPO to all of your clients.

Again, I've never seen this before, but the bottom part of the error has me leaning towards site to zone assignment mapping issues.