After installed SP2 for Windows Server 2003 Standard, If I try to run batch files (.bat; .cmd;.lnk;.pif) from the network share, I get an “Open file – Security warning” -dialog where I must confirm that you allow the execution of the unsigned file.
Basically this prevents scheduled scripts to run on the system. If you are absolutely sure you want to allow the execution without confirmation, you can add the server which shares the executable file(s) in the Internet Explorer’s Local Intranet Zone. The systax is file://servername not http://servername. Note that this action compromises the system security.