Bypassing Windows Unknown Publisher Verification For Web Downloaded Executables

I was in another day of jumping from a client to a client, securing another bank in Israel when my girlfriend called and said "Honey, I am at the office, I have absolutely nothing to do and I can't connect from here to our computer at home to continue my project". I said, O.K, let's see what we can do on a 5 minute phone call. Now just want to make it clear, my girlfriend is an Information System Instructor, she is no developer or hacker.

Me: "Honey, go to http://www.teamviewer.com, can you download it?"

Her: "yes, but when I run the setup.exe it says something weired like 'windows has blocked this software because it can't verify the publisher' and it won't let me install"

Me: "O.K, Open Start-Run, type notepad and space, now click on setup.exe and drag it to the text box at Start->Run. Now add ':Zone.Identifier' just before the last quotes. What do you see?"

Her: "I see something like ZoneId=3, now what?"
Me: "I can't talk, going into a meeting, try to change it to 1 or delete everything, bye bye bye"

After 10 minutes I get an SMS "thanks honey it worked!!!".

Well we found a bug, I wouldn't really call it a "Privilege Escalation" but I guess you don't have to be a hacker to bypass windows security restrictions :)