Remove IE7 Enhanced Security on these workstations from Add/Remove>Windows Components.

If that's not an option, then do the following:

From the workstations that can't run the files, add the servers to the Trusted Zone - file://server
Then in the Security tab of IE Options, select the Trusted Site checkmark then hit the Custom level...button.
Scroll down to under Miscellaneous for "Launching applications and unsafe files" - set it to Enable.

This should fix you up.