Disable security warnings when opening shortcuts

Even when i open something in the start menu's programs i get the same warning

I had this problem with shortcut links added to Favorites in Internet Explorer. I solved it with a Local Group Policy tweak. Here are the steps:

1. run gpedit.msc
2. navigate to Configuration/Administrative Templates/Windows Components/Attachment Manager
3. Enable "Inclusion list for moderate risk file types"
4. add .lnk to the Options: list

FWIW, my Options: list is actually ".exe;.pdf;.reg;.msi;.lnk" to squelch warnings when trying to run those files as well. This tweak does not impose a security risk in my setting because users of the system do not access files from untrusted sources.

See also: Open File Security Warning - Enable or Disable