Panchdara

I'm new to VBS, and am trying to use the Microsoft Script Editor MSE7.exe. Each time I attempt to run a script I get an IExplorer security warning dialog asking me to open or save the file (like a download dialog). I say Open and then next I get the Run/Don't run security dialog. I can't be answering these dialogs all the time. Can anyone advise where I can turn these dialogs off? Cheers