how do i set client side security permissions?

i've got an executable file that works ok when run from my hard disk.
when i try to run it directly from the internet, it won't run because it only has partial trust security permissions.
i've looked everywhere to find how to set the client side security permissions from within my program, but i can't find a good example.

any help would be welcome.
thanks

its in tools, options, security on ie.
it wont run on FF.