In the case you are running XP Home, you'll probably notice that gpedit.msc isn't available. In this case you can do the following:
1. Control Panel / Internet Options
2. Select Security tab
3. Click on the Local intranet icon.
4. Click on the Sites button. This will bring up the Local intranet options screen.
5. Click on the Advanced button.
6. In the "Add this website to this zone" field, enter file://hostname where hostname the name of workstation hosting the application, then click on the Add button,
7. Click on the Close button (to close the advanced options screen)
8. Click on OK button (to close the Local intranet screen)
9. Click on OK button (to close the Internet options screen)