When you download files from the Internet, Windows adds zone information to it and stores it in the file's NTFS alternate steam. Windows 10 shows you a security warning every time you try to open it. Some file types are fully blocked from opening. SmartScreen, a security feature of Windows 10, causes this behavior. But even if SmartScreen is turned off, you still get a warning and need to unblock downloaded files. While you can unblock your files one by one as described here How to unblock files downloaded from Internet in Windows 10, it is a very time consuming operation. If you need to unblock a bunch of files downloaded from Internet in Windows 10, here is how you can do it.