Cant't Install Programs <security Setting>

Couple weeks ago i was trying to install a Star wars the old republic game on my PC to play. <Clean Install> So i downloaded the game, and then i would double click on the install icon and nothing would happen. I tried many downloads, many clicks. Nothing Later on that night my daughter happen to be logged on, so i thought what the heck try it from here. Installed perfectly. Game works fine everything's good. So then I logged out and logged back into mine and got to looking at the install icon, right click> properties, and at the bottom right it says <UnBlock>. I unblocked it and it installed fine. So i started looking in my downloads files, or any install stuff is blocked. So now everytime i wanna install something, right click,unblock. Im just wondring how to make this stop blocking everything. Im sure its something ive done clicking around in the computer but i cant member what i did. Any help appreciated, and thanks again for the service.

 

Oops. Vista ultimate x64

 

Im thinking it has something to do with either permissions, or security. I changed something a few months ago while flash a custom ROM onto a Android.