Turn off Downloads being "Blocked"

SetUnblockPolicy.ps1

$reg = @{
    Path = 'Registry::HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Attachments'
    Name = 'SaveZoneInformation'
    PropertyType = 'DWORD'
    Value = 1
}

if (-not (Test-Path -Path $reg.Path)) {
    New-Item $reg.Path
}

try
{
    New-ItemProperty @reg -ErrorAction Stop
} 
catch 
{
    Set-ItemProperty -Path $reg.Path -Name $reg.Name -Value $reg.Value
}