There are two separate mechanisms here. In this particular subthread, we're discussing code signing -- when an executable lacks it, Windows says "this isn't sig

There are two separate mechanisms here. In this particular subthread, we're discussing code signing -- when an executable lacks it, Windows says "this isn't signed, you sure you want to run this?". When you download a file from the Internet Zone (the old IE concept, but it applies to current browsers), Windows will _block_ the file preventing you from running it (or for certain file types, open it) until you explicitly unblock the file, then re-perform your action.