When users run my vb2008 executable they get the windows security message "The published could not be published. Are you sure you want to run this software?"

Is there any way to get rid of this message when users run my app? Or do individual users need to change their security settings?

Many thanks

In order to be verified as a trusted publisher you need to have a valid X509 certificate from a worldwide trusrworthy Certification authority (IE: Verisign).
The go to project properties and on the signing tab, add your certificate and sign the assembly.
Use http://msdn.microsoft.com/en-us/library/ms247123.aspx as an starting point.