Windows Security warning when copying file from network share

I am running a Windows 2003 server with Service Pack 2 and I get the below error message when ever I am trying to copy any file type from the network share:

Windows Security Warning:
Are you sure you want to copy or move files to this folder?
You should only copy or move files from locations that you trust.
Yes - No

The servers are already added by me to the Trusted Sites in Internet explorer as file://servername. I have also tried the file://servername.domain.local but to no avail. I dont want this warning to pop up everytime, because it is really annoying. So, if there are any solution for this problem then it will be great.

Have you tried checking the settings for the "Drag and drop or copy and paste files" which you can easily find in the security settings for the zone. I cant say for sure that it will work, but you could atleast give it a try or so. Hope this helps.

Can you please give me any other options because I have tried doing what you have said to check the "Drag and drop or copy and paste files" option but it is already set to enable and is not working. Please help.

One thing that I would suggest you is that you should try adding the share name as well as the server name and see if that works or not. Or else you can simply try to turn on and turn off Simple File Sharing by looking at the microsoft article over here - http://support.microsoft.com/kb/304040