Don't show "You Downloaded This From A Webpage" ??

The warning should come up only the FIRST time you open a downloaded file or application.

If it comes up EVERY time, it's possible you downloaded the file or application on one user account and are opening/launching it on another. To clear the attribute, log in as the user that downloaded the file or application and open/launch it once as that user.

The UI doesn't provide a way to turn this dialog off, but a folder action on your download destination folder can. See this macosxhints.com post:

http://www.macosxhints.com/article.php?story=20071029151619619