Here is the answer to this orginal question in this thread:
The “unspecified potential security risk” popup message can be caused by trying to open a .ZIP file (or any “risky” file) from a “mapped” drive.
To turn this off, go to the Windows XP Control Panel, Internet Options icon within the control panel, then select the Security tab, select Local Intranet icon, click the Sites button, then uncheck the checkbox labelled “automatically detect intranet network”, then click OK, click OK again, and close the control panel. Done.
This worked perfectly for me.
best regards,
michael.