How to prevent security warnings for content that needs to be run locally?

I have a project that I want to be able to widely distribute for running locally.  I need to be able to show that it is from a trusted source.

I used Aggregator to create an .exe, which worked fine until applied my code signing certificate on it.  After signing it doesn't work.  I've been told by DigiCert that this is a known problem that Adobe don't have a solution for at the moment.  i.e. .exe output from Captivate can't be signed.

So, I thought I would instead package up the content into an installer that could be signed.  This works and the content can be installed into a folder and run without problem.   However, every time a new swf is opened the following message appears : "Do you trust this content to connect to the internet?"

I can't ask the people who will be getting this to change their settings.  So, is there any way around this?   I realise that I could try to build everything into one huge Captivate project but that would be a lot of work and very hard to manage for the future.