security msg on opening of a ROC Form

While opening any Form downloaded from Ministry of Corporate Affairs site for filing of FORMS for Companies or LLP with Registrar of Companies an Security MSG appears every time that ...

This document is trying to connect to..... and then given a file location of the system. 

Then ask is as under

IF you trust this site, chose allow.if you dont trust chose Block.

Since all such forms are from trusted sources and we have save them in our system at a particular folder,

HOW CAN WE AVOIDE ABOVE SECURITY MSG. while opening any ROC / MCA FORM ????