Every time I click on an image file to open it, I receive an open file security warning message. How can I stop this message from appearing?

Also, sometimes when I download a file into a folder while I have the folder opened in windows explorer, the file will not appear in that folder after the download is completed. If I click on another folder and go back to that folder where I saved the download, I will see the file. Why does this occur some of the time?