A lot of people, including myself, get quite annoyed by OS X’s “Example is an application downloaded from the internet” dialog box. So, here’s a quick and easy way to disable it. Please note, this technique uses Terminal.app, so if you’re uncomfortable using the command line, it’s best to not try this approach.
Open up Terminal.app (found in User/Applications/Utilities) and type (or copy and paste) the following command:
defaults write com.apple.LaunchServices LSQuarantine -bool NO
To re-enable the “Downloaded from the internet” feature, just type this:
defaults write com.apple.LaunchServices LSQuarantine -bool YES
Also, be sure to use the killall Finder command to activate it! :D