How to unblock a downloaded file in Windows?

Problem

As a security feature, Windows blocks the opening or execution of any file downloaded from the Internet. This can sometimes cause problems in other programs that use these files.

Solution

Unblocking a blocked file is pretty easy. Right-click on the file and choose Properties from the context menu. In the General tab, click on the Unblock button at the bottom and click Apply.

Tried with: Windows 8 Pro x64