"example.php" is a script application which was downloaded from the Internet

Another Leopard annoyance
... Are you sure you want to open it?
Firefox.app downloaded this file today at 10:22

Yet another stupid change in Leopard. Each time I download a php/ruby/python/etc file (which is quite common) I get this dumb question being asked. Even if the file is inside a tgz/zip/tar/rar archive!!

I'm pretty sure there might be a hidden setting somewhere which needs to be modified by writing to some property file such as com.apple.stupid_questions but as I don't feel like digging into the intricacies of Leopard and I haven't found anything in the System Settings nor asking mighty Google, I wondered if any of you know a solution...

UPDATE: Henrik knows how to fix it! Thanks!!