Some of us have been looking at the security measures which may be on some machines and not others. This link explains to some extent why it is there, but not necessarily what Microsoft update caused it, on XP sp2 and 3. It was probably always there in Vista but dealt with through add remove. Those of us on XP had never seen it before and it caused some installations to fail, until the problem was figured out.
http://www.petri.co.il/unblock-files-windows-vista.htm
Depending on the security settings, you may have to unblock as well as "Run as" even in XP due to this little gem.
If the picture is too small, it can be viewed by clicking on my name and viewing it in my image gallery. It explains that some programs might not run properly if you are protected.