[FIXED] Your internet security settings prevented one or more files from being opened: Windows 8.1

This is a common problem which is faced when you open certain files in Windows 7/8.1/10.

It is really irritating and most of the solutions given by Microsoft itself are not working. For instance, the solution to reset Internet Explorer settings, it fails and nothing happens.

So, the best solution that has been working for me is:

Move that file to a different directory/ location and then try to run, it will start working perfectly fine.