Cannot run executable file from shared folder if login thru TS

I've check all the permission and security setting for that particular file (*.exe,*.msi, *.bat, *.cmd..etc), and found out that even everyone has a full control of it, but I cannot execute the file. I tried to map the drive, the result still same. -ve

Finally, I discover that this problem is because of Internet Explorer Enhanced Security (IEES) Configuration. So, I just remove it and the problem solved.