copy and paste from http://hints.macworld.com/article.php?story=20091208050655947

Starting in Leopard when you open a file downloaded from the web, OS X asks if you really mean it. While it is intended to stop maliciousness, it is only a source of aggravation for me. While there are some hints here on working around it, it turns out that you can disable it completely using a Terminal command:

defaults write com.apple.LaunchServices LSQuarantine -bool NO


After that, reboot.

To know the state of your system, use

defaults read com.apple.LaunchServices LSQuarantine


, to go back to default, use

defaults write com.apple.LaunchServices LSQuarantine -bool YES