Untrusted application launcher?

This dialog exists for your own safety, annoying as it is. To remove it, right click the launcher, click properties, and then go to the permissions tab and choose execute for the users you want to allow.

This will allow you to use the launcher from now on.

To do this for a large amount of launchers in the same directory, open a terminal (in the same directory) and run:

chmod +x *.desktop

Right click the launcher and press "Properties", in the "Permissions" tab you will find a checkbox marked Execute, make sure that it is checked and Ubuntu will stop bugging you.