You get the message “Your Internet security settings prevented one or more files from being opened,” when you try to open a network connected icon. For example, a program is housed on a server or another computer and the shortcut is on your desktop.
The issue can be resolved by changing the default security settings on both the computer where the program is housed and on your system.
First, click to get a “run” window and type inetcpl.cpl. This will open the IE properties window where you can reset the setting of IE. Click on the Advanced tab and then the Restore button. Click to restore settings and then Close when complete.
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Second, make sure the firewalls are allowing access to that program. This may necessitate changing those settings on both the systems. Go to Control Panel and then click Windows Firewall to find out if the problem is there and to make any adjustments.
Restart the computer after you have made the changes. Try again after reboot.