Trying to work on a Vista machine without a admin account login and ran into this little scenario.

As you can see this is the ccsetup519.exe, and I am sure everyone has installed CCleaner, at one time. This was happening for all installers that i was trying to run. Pay attention to security and the unblock tab by opening the properties of the ccsetup519.
At this point their are two options, unblock the installer by using the unblock tab, or login with password as administrator. Since this machine was running Vista Ultimate I had one more option.
As you can see the security and unblock tab is gone from this second ccsetup519 download and all other downloads. This is accomplished by running gpedit.msc and navigating to USER CONFIGURATION>ADMINISTRATIVE TEMPLATES>WINDOWS COMPONENTS>ATTACHMENT MANAGER and enabling "Do not preserve zone information in the file attachments". It would be wise to disable this function after work on the machine has been completed.