After Windows XP Service Pack 2 installation and whenever you are going to run an application, this security warning message appears in your screen:
"Unknown Publisher - The publisher could not be Verified. Are you sure you want to run this software?" and you have to choose the "Yes" or "No" option to allow or not, the program execution.
Note: Keep in mind that if you disable this security warning, following the steps below you open a security hole on your computer, because every program with the excluded extension can run on your computer without your permission (e.g. virus, Trojans, etc.)