See: http://support.microsoft.com/?id=883255
"How to configure Internet Explorer automatic download prompts on your
Windows XP Service Pack 2-based computer". http://support.microsoft.com/?id=875352
"A detailed description of the Data Execution Prevention (DEP) feature in
Windows XP Service Pack 2, Windows XP Tablet PC Edition 2005, and Windows
Server 2003". http://www.winxptutor.com/lmzunlock.htm
"Allow active content to run in files on My Computer - Windows XP Service
Pack 2".
Hope this helps.
--
Vincenzo Di Russo
Microsoft® MVP - Most Valuable Professional
Windows - Internet Explorer since 2003
My home:
My Blog: http://blogs.dotnethell.it/vincent/
In IE go under tools, internet options, then advanced. Near the bottom you
will see a option to allow active content to run from hard drive and cd. Put
a check mark in the box and they will run just fine.