Changing the Local Policy in Vista

I'm trying to run PCX2 (a PS2 emulator) on my computer, and when I try running it I get this message...

I can not seem to find the local policy anywhere, does anyone know how to change what it is asking me to change? :-/
I'm running Vista.
[smiley=dankk2.gif]

I can not seem to find the local policy anywhere, does anyone know how to change what it is asking me to change? :-/
I'm running Vista.
[smiley=dankk2.gif]