The following determine whether you are prevented from opening the file or whether you are warned before you open the file:
If you wish to unblock a downloaded file, you can do so by right-clicking it, selecting Properties and clicking on Unblock. The metadata is saved as an Alternate Data Stream (ADS). When one of these applications saves a downloaded file on a disk formatted with NTFS, then it updates the metadata for the file with the zone it was downloaded from. It uses the IAttachmentExecute application programming interface (API) to find the file type, to find the file association. If the Attachment Manager identifies an attachment that might be unsafe, the Attachment Manager prevents (blocks) you from opening the file, or it warns you before you open the file. The Attachment Manager is included in Windows to help protect your PC from unsafe attachments that you might receive with an e-mail message and from unsafe files that you might save from the Internet. How to Disable Downloaded Files from being Blocked in Windows