"caspol" will allow you to assign trust to the share [but see later];
alternatively, MMC has a snap-in [which sometimes works ;-p]

If you are using 2.0 or later, then perhaps the best option is "click
once"; this allows you to use a code-signing certificate to
authenticate the code (thus getting past the security step), and
offers simple but powerful deployment options; you can host the app on
a range of sources (http, unc, ftp, etc), and when each client first
accesses the app it downloads it to a special store on the local
machine (after seeking the user's permission, hence "click once").
After this, you can configure it to automatically download updates
when you re-deploy to the server. Even better; because it doesn't do
anything to the overall machine state (i.e. no registry, COM or GAC)
even non-admins on locked-down machines can install (if that is still
a valid term) the app. Very easy to do in VS2005 via the Publish tab
(project properties).

Marc