I came across this today while trying to run an unsigned, potentially harmful executable. There are plenty of recommendations out there on the web on how to fix this, but I found the fastest solution to be as follows.
Open internet explorer and select internet options:
Next select the security tab then restricted sites:
Now Select custom level and in the new window scroll down and enable “launching applications and unsafe files(not secure)”:
Select ok and agree to the warning:
Now try to run your executable. If this still does not work try using the above steps on the internet, local intranet, and trusted sites zones: