This may help: http://twigstechtips.blogspot.co.uk/2009/08/windows-7-disable-file-security-warning.html
If that's not relevant to your problem, it may be you need to set "User Account Control"
on your account to it's lowest setting:Control Panel > User Accounts
From the list in the main panel, click "Change User Account Control settings"
Drag the slider to the bottom (Never notify)
Be aware of the risks involved when you lower the protection level.
You'll be fine however if you have an intelligent third-party firewall installed which incorporates application control.