Issue

When moving files and folders within a network drive (mapped via DFS share) users are getting a following Security Warning:

Windows Security
These files might be harmful to your computer
Your Internet security settings suggest that one or more files may be harmful. Do you want to use it anyway?

Resolution

To resolve the issue I had to add DFS root path to Internet Explorer Local Intranet Zone. This can be done either locally on individual machines, or via Group Policy.

Locally:

• Open Internet Explorer > Internet Options > Security tab
• Select Local Intranet and click on Sites.
• Click on Advanced and add your DFS Root in format: file://domain.local

Via Group Policy:

• User Configuration > Policies > Administrative Templates > Windows Components > Internet Explorer > Internet Control Panel > Security Page.
• Enable Policy called Site to Zone Assignment List.
• Click Show and your DFS Root in format file://domain.local (value for Local Intranet should be 1).

Windows Server 2008R2 domain
Windows 7 Clients
Internet Explorer 11