COLBEN:
Hold down the Windows key and press R to bring up the Run dialog.
Type gpedit.msc and press Enter. You will need administrator privileges to continue.
Navigate to User Configuration > Administrative Templates > Windows Components > Attachment Manager.
In the right side pane, double-click "Do not preserve zone information in file attachments", set it to Enabled, then press OK.
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ZoneIDTrimmer: Remove Zone.Identifier alternative data stream
http://www.thewindowsclub.com/zoneidtrimmer-remove-zone-identifier