Vista - vista file blocking

I realize this isn't the first post on this, but I have been sent a zip file
containing a .exe file from a trusted source in order to fix a problem on my
computer. Unfortunately, I cannot extract the .exe file because Vista gives
me the message "This file has been found to be potentially harmful.
Windows has blocked access to this file...". There does not appear to be a
"right-click and select unblock" option for extracting the .exe file, and I
will be sorely disappointed if I have to install 3rd party software in order
to "take ownership". Is there not any way within Vista to change this
obnoxious activity? I am an IT guy, used to making registry changes, and not
prone to installing malware. There is only one account on this PC, which is
my account as administrator. How in the world can Vista not be set to allow
some administrative leeway? Is there no setting anywhere or process/service I
can stop long enough to extract the file? Thanks in advance.....