I need to disable Open File - Security Warning in general (not adding
exeptions, managing zones and etc., which i found in google).
So the most appropriate descision i finded is to create
SEE_MASK_NOZONECHECKS variable in System Variables with value =1 and reboot.
But it doesn't working for me, im still getting warnings.
My OS is XPSP3 with latest updates on current date.

Easy if as i think u do use Firefox 3. just type "about:config" in the
adress bar without the ""- then pass the warning and find the line :
"browser.download.manager.scanWhenDone" put it to false (by cliking it
simply) and restart browser -that's it !

Source : http://maketecheasier.com/28-coolest-firefox-aboutconfig-tricks/2008/08/21
[5) Disable Antivirus Scanning

This is mainly for Windows users. By default, Firefox 3 automatically
scan the downloaded file with the default anti-virus application to
make sure it is free of virus. If you download a big file, it could
take a long time for the whole scanning process to complete. To
increase the performance of the browser, you might want to consider
disabling the anti-virus scanning via the
browser.download.manager.scanWhenDone key.

Config name: browser.download.manager.scanWhenDone
Default: True
Modified value: False (if you want to disable it)]