Digital signature on EXE file?

Is there a way to put a digital signature on an EXE file, or some alternative way to prevent Windows/IE from telling users that the publisher of my EXE file is unknown and recommending that they not run it?

Yes, you can digitally sign EXE files made with XLS Padlock like any other EXE file.

You must first buy a certificate from an authority (CA). You can contact us by email if you want some names of sellers.

Then you use Microsoft Sign Tool http://msdn.microsoft.com/en-us/library/aa387764.aspx

You download it as part of the Windows SDK. Once downloaded you can use it from the command line:
This will launch a wizard that will walk you through signing your application.

Excellent, thanks!