"Some files can contain viruses ..." message when clicking a hyperlink
Problem
You create a hyperlink to another file. When you click the link during a slideshow, you get a message box warning you (and your whole audience!) that "Some files can contain viruses ...". You have to click OK to continue the presentation.
It looks amateurish to have this pop up in the middle of your presentation.
PowerPoint's designers added this feature to protect us against links to malicious programs that could harm our computers, but we really don't need the protection (and certainly not the nattering that goes with it) when we're running our own presentation with links to our own files on our own computer.
If you use PowerPoint 2003 or 2007
There's no way to disable this warning without editing the Windows registry. PowerPoint MVP Chirag Dalal has kindly written programs that make the necessary registry settings to turn the nattering off and to reset them to the normal full-security mode.
If you'd rather modify the registry yourself, Microsoft Knowledge Base Article - 829072 explains how to prevent Microsoft Office 2003 programs from displaying a warning message.
If you use PowerPoint 2002 or earlier
You probably created the link by inserting a hyperlink or by setting an Action Setting that links to Other File.
Instead, create a Run Program Action Setting. Right-click the shape you want to apply the Action Setting to and choose Action Settings ...
In the Action Settings dialog, click Run Program and browse to the program you want to run. If the program requires additional parameters, type them in as well. If there are spaces in any of the file paths/names, surround the entire fully qualified path to the file with quotes.
Examples:
No spaces in the path, so no quotes required:
C:\Windows\Notepad.exe
Actually, the \Windows folder is always on the path so in this case you can use just:
Notepad.exe or Notepad
No spaces in the EXE path, but spaces in the file to open:
C:\Windows\Notepad "C:\My Documents\Some Goofy Long File Name.txt"
Spaces everywhere!
"C:\Program Files\My Buggy Apps\My Program.EXE" "C:\Other Stuff\The File To Open.FIL"
Limitations
Since you almost always need to include the full path to the file you want to link to, it's almost impossible to guarantee that this kind of link will work on anybody's computer but your own.
That's probably the reason why PowerPoint's designers allowed this type of link to launch without any security warnings, where it doesn't allow others.
And in fact, to add a measure of security, they've changed the behavior in PowerPoint 2002 and on. Now you get a warning when you run an EXE unless you've set your security settings (in Tools, Macro, Security) to Low. This means that you can still run programs without annoying messages, but only on a computer that you physically control and whose settings you can change.
In other words, on your computer. Not on just anybody's. Given the amount of nasty stuff going around, this is A Good Thing, on the whole.