WinXP SP2 - Annoying security warning

After installing WinXP SP2,
everytime I download e.g. a MPG file from the web
and then double-click it, I get a popup
"Open File - Security Warning"
"Do you want to open this file?" ...etc...

Where exactly is the setting to get rid of this annoyance?
/grz

haven't installed SP2 yet, but I'd guess it's a setting in the new 'Security
Centre' in the Control Panel. ?

"grz02" wrote:

> After installing WinXP SP2,
> everytime I download e.g. a MPG file from the web
> and then double-click it, I get a popup
> "Open File - Security Warning"
> "Do you want to open this file?" ...etc...
>
> Where exactly is the setting to get rid of this annoyance?
> /grz
>