Sometime "The Project Location Is Not Trusted" dialog box do pop up, when I open sample code that downloaded from internet using Internet Explorer. The easiest way to stop this dialog box is do check "Do not show this message again". But we curious on the reason this dialog box popping up. Later, we found out that the reason is due to Alternate Data Streams (ADS) in NTFS system. There are many ways to remove ADS from the file. We think using Streams from SysInternals would be the easiest way. Command streams -s -d <folder name> will remove ADS info on all files in that folder and all the sub folders. Just one command, that dialog box won't show up again. But, before remove them, make sure all these files are safe to use.