Security Warnings in Vista... and XP

I posted yesterday about a security warning in Windows Vista when I tried to run Notepad2, which I had copied into the system32 directory. I had already figured out that it didn't really have anything to do with Notepad2 specifically, and it turns out that this behavior is not limited to Windows Vista either. It exists in Windows XP as well (Thanks to Florian for the info), and I would assume the same goes for Windows Server 2003. I'm a bit surprised I haven't encountered this before, in all this time using XP, but I guess it isn't often that I copy files into the system32 directory from a network drive. I just tested it out on XP Pro (I had to see it for myself) and it's the same as I saw in Vista, except that when I clicked "unblock" on the properties page in XP, it really did unblock it.