This file came from another computer and might be blocked to help ...

Attachment Manager

protects you against unsafe attachments and downloads by identifying the file type and the respective security settings.

When an external file is downloaded/copied to the machine, Windows attaches a Zone Identifier.

registry

HKCU\Software\Microsoft\Windows\CurrentVersion\Policies

SaveZoneInformation

DWORD. 1: Enable, 2: Disable

HideZoneInfoOnProperties

users can manually remove the zone information from saved file attachments
 by clicking the Unblock button in the file's property sheet

gpedit.msc

User Configuration > Administrative Templates > Windows Components
 > Attachment Manager > "Do not preserve zone information in file attachments" to "Not Configured" or "Disabled".