You've probably noticed that sometimes, when you try to open a file in Windows, the operating system asks whether you really want to do so. It's particularly annoying if you have a large set of files that you want to access, because Windows will prompt you for each one. You can untick the "always ask before opening this file" box, to make the problem go away, but it'll only work for one file at a time.
The problem is actually part of the Windows security system. It generally affects files that you've downloaded from the internet, or which have been copied to your computer from another device. By default, Windows will "block" such files, meaning that you'll be prompted each time you want to open them.
To unblock an individual file, right-click it, choose Properties, then click Unblock. Alternatively, if you want to prevent Windows from blocking downloaded files in future, you can do it by changing a setting in Internet Explorer (even if you normally use a different browser, the setting is accessed via IE). You'll find details on various web sites including http://www.overclock.net/a/how-to-disable-the-open-file-security-warning... and it works in both Windows 7 and 8. Remember though, that convenience comes at a price. Changing your security level will upset Windows and it will often pop up warnings to make you aware of this. But if you download a lot of files which you know are safe (eg, images from an online library) it can save you a lot of time and hassle.