Security warning when opening internet link shortcuts.

I installed a browser extension that allows me to save the url of the page I am viewing as a shortcut file on my computer in two clicks. It's very handy - or so I thought. Whenever I double-click the resulting shortcut on my computer, I get the following warning:



By right-clicking on the file, I am able to check the "Unblock" option (as seen in the photo below), and this solves the problem - but only for that one shortcut file. I have to do it separately for each one. I only have this problem with web shortcuts created using this browser extension, not with ones I manually create myself (even though they have the exact same file extension and seem identical to me when I examine them). It appears that Windows is under the mistaken assumption that these shortcuts were downloaded from another computer (when in actuality, I create them on my computer via a browser extension).



Is there any way to fix this problem for all such shortcuts?

TairikuOkami said:

Unblock File in Windows 10 (Option 5/6 show, how to unblock all files within a folder)

Thank you.