In the Internet Explorer properties, under the security tab it is possible to specify the security settings depending on the web content zones that are available. By default, these zones posses a security level that is quite high, which is configurable by the user.
There are 4 zones that are available:
Internet (by default: medium level of security)
This zone represents all of the sites that are not located in the three zones presented below. If you visit a site that is not saved in any of the Web content zones, IE considers that it is a part of the Internet Zone and applies the restrictions that are set for this zone.
Local Intranet (by default: medium, low level of security)
This zone represents all of the computers on your local area network, for all of the sites that are saved in this zone, IE authorises the download of files, plus-ins and ActiveX controls (unsigned are ignored). Specialised languages like Jave and JaveScript are also activated.
Trusted Sites (by default: low level security)
Sensitive Sites (by default: high level of security)
A 5th zone exists that is not displayed by default and that is the My Computer zone:
My Computer (by default: low level secuity)
This zone has a security level low that allows you to execute local files without restriction as files that are located on your computer should already be secure. This could have some dangerous consequences as anyone could take advantage of the possibilities offered by this zone and change their security level so that scripts can be run on your computer!
Here is how you can see the My Computer zone and edit the settigns to your convenience:
1- Display the web contents: My Computer
Click “Start”, “Run” and type “regedit”. Press “OK” and Windows Registry will open.
Go to the following key: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\0
In the right hand side of the registry editor, double click on the Flags entry and give this a value of 47 instead of 33.
The change will be immediate, with the My Computer zone being available.
You can also download these reg files which will make the changes for you!