My logic is: If the user has already agreed to install a product, then my installer has already had every opportunity to wreak havoc on the user's box. So can my installer not somehow mark this html readme file as "safe", so that the browser does not present this warning?
Try "Mark of the Web" - see the following link http://msdn.microsoft.com/en-us/library/ms537628(VS.85).aspx.
Currently, my "mark" is simply:
<!-- saved from url=(0014)about:internet -->
That I am not 100% sure of.
I will try and do some digging and see if I can find anything.