Vista: How to stop message "The publisher could not be verified"

...and get rid of that terribly annoying "Always ask before opening this file" when launching a program.

In your internet browser (this is for IE9), the path is:

Tools
Internet Options
Security tab / Internet / Custom level...
Scroll down to "launching applications and unsafe files (not secure)" and choose "Enable (not secure)
OK and OK again

Your program will now open without the prompt.

However, I started getting the message "Your current security settings put your computer at risk.". However, I do not get this message in Google Chrome.

Disabling Vista's UAC didn't help me in this regard and the above worked first go.