Open File - Security Warning in SSIS
Bradley Schacht is a Principal Program Manager on the Microsoft Fabric product team based in Saint Augustine, FL. Bradley is a former consultant, trainer, and has coauthored 6 SQL Server and Power BI books, most recently Learn Microsoft Fabric. As a member of the Microsoft Fabric product team, Bradley works directly with customers to solve some of their most complex data problems and helps shape the future of Microsoft Fabric. Bradley gives back to the community through speaking at events such as the SQLBits, Fabric Community Conference, PASS Community Data Summit, SQL Saturdays, Code Camps, and user groups across the country including locally at the Jacksonville SQL Server User Group (JSSUG). He is a contributor on SQLServerCentral.com and blogs on his personal site, BradleySchacht.com.
Obviously, this is a security precaution that is built into the many of the newer versions of windows.You have to authenticate sessions, run as administrator, and confirm that you want to open and run a file that could possibly pose a security risk. We know that we want this file to run so we can tell Windows that we do not want to be warned about this any longer. Many times simply adding your local host to the trusted sites in Internet Explorer will solve this issue. If it is a file being run from another network machine, you can add that machine’s IP address as well. 
To edit the group policy go to Start > Run > Type in gpedit.msc to open the group policy editor. From there expand User Configuration > Administrative Templates > Windows Components > Attachment Manager. Next set –Inclusion list for low file types- to Enabled and enter the file types you don’t want to be warned about in the box (for instance, .bat or .exe). 