Problem
Starting an application shows a popup with a question whether to start the file or not as the source oft the file is Internet.
The file itself is located on a server defined as safe place within the organization. So there is not the problem.
Solution
Copy the file to a FAT32 formated memory stick an back to strip some information from the file
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Change the security Level by using the following command
C:\> icacls <Filenlocation and name.exe> /Setintegritylevel (OI)L