Here is the answer for anyone who is interested.

Problem:
Running XP SP2 or higher, you try to run an executable located on
another machine
on your network. Your accosted with a prompt: "The publisher could not
be verified".
You are forced to confirm that you wish to run this program... every
time you run
it.

Solution:
Run gpedit.msc

Go to User Configuration >> Administrative Templates >> Windows
Components >> Attachment
Manager

Add "*.exe" to the "Inclusion list for moderate risk file types"
setting.

"This policy setting allows you to configure the list of moderate risk
file types.
If the attachment is in the list of moderate risk file types and is
from the restricted
or Internet zone, Windows prompts the user before accessing the file.
...."

In other words, this allows you to run an .exe from the Intranet zone
without a prompt,
but it will warn before running one from the Internet.

--
..Bill.