The scenario:  I downloaded a copy of the RealVNC viewer from the RealVNC web site.
The problem: when you download a file like this, IE tags it with an additional "NTFS Stream" of information — specifically with a Zone.Identifier record that tells Vista that the file came from the Internet.

If you look at the properties of the file, you see a message: "This file came from another computer and might be blocked to help protect this computer." and there’s an Unblock button you can push that is supposed to remove the Zone.Identifier, but in my experience it did not remove it.  Clicking OK on the properties box, then bringing up the properties again shows that the button is still there.

The solution: download the Microsoft SysInternals utility: Streams.exe

Then run the command line: streams -d filename

If you have a whole folder of files you want to unblock, you can run the same command with the folder name and the -s switch to do all the files in that folder and subs.

For example: to remove streams from all files in this folder and all sub-folders, use this syntax:

streams –d –s *.*

Note: You have to be running the command prompt as administrator or you’ll get an Access is Denied error message.

C:\Program Files\RealVNC\VNC4>streams -d vnc-E4_2_9-x86_win32_viewer.exe

Streams v1.53 – Enumerate alternate NTFS data streams
Copyright (C) 1999-2005 Mark Russinovich
Sysinternals –

C:\Program Files\RealVNC\VNC4\vnc-E4_2_9-x86_win32_viewer.exe:
Deleted :Zone.Identifier:$DATA