Running executable from Power Point

I wrote some Power Point demonstrations which link to an executable
application that I wrote myself in VBasic. When I click on the link to the
application I get a warning message that executables are dangerous, do I
trust the program, do I want to continue. When I click to continue the
program runs, but this warning is disruptive and I would appreciate advice
on how to get rid of it.

Although the warning box has a header for Power Point, I did not have this
problem with Windows XP and the same version of MS Office (2003), so it
looks like a vista security issue.

Bill Silvert