DFS security warning and use group policy to set up internet security zones

Opening a file from a DFS domain share shows a security warning while openning from the server share directly doesn't. 

To solve this problem, add "*.domain.local" to intranet zone in internet options.

To add the domain to the intranet zone automatically via group policy, follow this instruction:

http://blog.thesysadmins.co.uk/group-policy-internet-explorer-security-zones.html