Cannot eliminate the "The publisher cannot be verified" warning even when I uncheck "Always ask befo

I have a shortcut in my start menu to a file Putty.exe that is in the directory K:\Putty\, where K is a server. Every single time I click on this link I get a warning that says "The publisher could not be verified. Are you sure you want to run this software?" and every single time I click "Run." How do I get rid of this annoying box? Now, there is an option "Always ask before opening this file." but even if I uncheck that, run the program and exit, the next time I click on the Start menu shortcut I still get the warning. How do I get rid of the warning entirely?

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