When you try to open a local file, Internet Explorer displays the following warning: "To help protect your security, Internet Explorer has restricted this webpage from running scripts or ActiveX controls that could access your computer.Click here for options…".
You may run blocked file (application) by right click on the warning bar ,but doing this every time is very annoying. Especially when you debug Silverlight applications. To disable the warning go to Tools->Internet Options and in opened dialog choose “Advanced”,then check the fallowing option “Allow active content to run in files in My Computer*” as shown in the screenshot below.Then press “OK” and restart the browser .
Note: This trick can be useful when you open local XML or JS file