Overzealous Windows Security

Here's a great one from Microsoft...

I was just trying to install an application onto a server running Windows 2003 R2 which I haven't installed anything onto in a while. The installer is on a share on another machine and I kept getting an error that said "Windows cannot access the specified device, path, or file"... when I tried to run it.

After poking around and noticing that I could in fact open up a plain text file on the same share I realized it was probably the newer security settings in i.e. 7. So just adding the share to the "Trusted Sites" list in file:// protocol took care of the problem.

But why couldn't Server 2003 have just given me a more informative error message?