You might have noticed that in Windows 8 Developer Preview, the Unblock file button may be missing from File Properties. This button used to be present in the File Properties of those files, which came from another computer or were downloaded from the Internet. This was a good security feature meant to protect your computer from alien files.
UPDATE: Windows 8 RTM does offer this feature and you can read more about it here.

This feature does not seem to be available in Windows 8 DP. Now when downloading zip files from the Internet, you have to respond to more than one security prompts to get the file loaded.
Unblock downloaded file in Windows 8
There is a posting on TechNet which says: To unblock a downloaded file, run the Unblock-File PowerShell 3.0 commandlet, like this:
Unblock-File .\php_manual_en.chm
Most Windows users may find themselves on unfamiliar territory with this suggestion!
Add Unblock file to context menu
If you wish, you can add the “Unblock File” entry to your right-click context menu. This will let you unblock files easily.
To do so copy-paste the following in a Notepad and save it as a .reg file.
Then double-click on it to add its contents to your registry.
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\*\shell\powershell] @="Unblock Files"
[HKEY_CLASSES_ROOT\*\shell\powershell\command] @="C:\\\\Windows\\\\system32\\\\WindowsPowerShell\\\\v1.0\\\\powershell.exe
Unblock-File -LiteralPath '%L'"
Now when you right-click any alien file you will see the option to Unblock File.

To unblock a file, simply right-click on the file and select Unblock Files! If you wish, you can download a ready-to-use registry file by clicking here. Extract the content of this zip file and double-click on the .reg file to add the entries to your registry.
This tip comes to you, thanks to MichaelCrump.net.
Enjoy!
