On my vista machine, I find the IE security dialog that prompts the user to Allow a program to run very helpful. I typically don't allow anything to run unchecked.
A few months ago, I was quickly trying to get something done and accidentally selected the "Don't show me the warning for this application again" option.
I clicked ok and everything ran fine. However, I wanted to uncheck that option (so that I would always be prompted). I couldn't find a way to reset the security dialog setting.
After searching around for a bit, I found the location in the registry where the setting is saved. The following was taken from a registry export for the app that I wanted reset...
[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Low Rights\ElevationPolicy]
[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Low Rights\ElevationPolicy\{B1DB9C6D-CCD2-405E-89BE-F3580307E120}]
"AppPath"="C:\\Program Files\\SomeApplication"
"AppName"="SomeProgram.exe"
"Policy"=dword:00000003
Remove the key representing the application ("{B1DB9...") and ... tada... you'll be prompted the next time around. :)
-Maurice