When you copy a powershell script from a remote location (network share, remote computer, Internet, …) to your local computer, you get this security warning:
Run only scripts that you trust. While scripts from the Internet can be useful, this script can potentially harm your
computer. Do you want to run E:\Temp\Backup\lib\Get-MC2Configuration.ps1?
[D] Do not run [R] Run once [S] Suspend [?] Help (default is “D”):
To get rid of this, richt click the file in Windows Explorer, choose properties, and click “Unblock”. To know how Windows knows this file is copied from a remote location, search for “NTFS Alternate Data Streams Windows Security Zone” (e.g. http://community.tigranetworks.co.uk/blogs/tim_long/archive/2009/03/30/how-windows-tracks-a-file-s-security-zone.aspx)