I always tell users to Mark the file as trusted before running it, which is easier to do and less subject to difficult to navigate dialogs. I use a message like

I always tell users to Mark the file as trusted before running it, which is easier to do and less subject to difficult to navigate dialogs. I use a message like this: > To avoid getting security warnings each time you launch the application, right click and select "Properties". Click "Unblock" towards the bottom of the page, and click "OK".