Windows XP: Unspecified Potential Security Risk Dialog

In Windows XP SP3, I was encountering this message when I right-clicked on a .zip archive file:

Internet Explorer
This page has an unspecified potential security risk.
Would you like to continue? 

It took several tries before I found an approach that worked for me.

One approach:  in Control Panel > Internet Options > Security tab > Local Intranet > Sites > Advanced, add "file://[computername]" using the name of the computer found at Control Panel > System > Computer Name > Change.  So, for example, if your computer was named COMP, you would add file://COMP.  This did not work.

Another approach:  go into the Trusted Sites rather than the Local Intranet, click Default Level, set Allowed Levels to Low, click Sites, and type "\\[computername]" in the Add box.  (Note that you could also get to Internet Options via Start > Run > inetcpl.cpl.")  But this gave me an error:  "Sites added to this zone must use the https:// prefix.  This prefix assures a secure connection."

A third approach:  Start > Run > services.msc > scroll down and double click on Security Center > Startup Type.  Make it Disabled > Stop > Apply > OK.  This did not work.

A fourth approach:  Control Panel > Internet Options > Security tab > Local intranet > Sites > uncheck Automatic and check all three "Include all" boxes.  This worked!

Still another approach, which I didn't try, would involve using the domain name.