I hear what you're saying about..."but I will receive warnings thereafter, mainly in the taskbar" I turned off the 'always ask before opening' on my wife's Vista laptop. after that, when you first switch on you get the prompt on the 'Task Bar' to turn it back on. But once you've clicked it off, you don't get anymore prompts until you either reboot or turn off and on again.
However, I will keep and eye on this thread, even though she only has to click it off once per session. It would be good not to have to do it at all. Who knows, someone might know something, but my guess is they won't.