Blocking my access to files

Hi, i got sent some world of warcraft patches through a friend on MSN...we
done it on my lan so it went alot quicker, they sent fine but when i try open
the files i get this error message; Windows has found this file Potentially
harmful, to help protect your computer, Windows has blocked access to this

Now i followed instructions on how to bypass this problem but it still
doesnt work has any one got any ideas or clues??

Kind Regards Joel