Mapping network drive to itself issues

On a 2003 Server i have created a share, and have several
client PCs connecting to it. (no problem) If I connect to
that same share from the 2003 server iteself, it connects
however all the .exe files don't launch but rather are
treated like a file over the internet and are prompted to
be downloaded instead???

Someone earlier had mentioned i think setting for local
host in the trusted zones policies need to be adjusted?? I
have checked internet security settings, but im still
missing something. Can anyone help.

The reason im needing to map that share to itself is to
keep it the same is the client PCs. It is running a
Borland Database app and all Net Dir settings need to be
100% alike. Thanks!