XP does not like programs without a sig?

I made a program using Dev-C++ compiler, then I zipped it using WinZip 32. I did all of this on my Windows 2000 OS. Then I unzipped it on my friend's, computer(Windows XP.). And a Dialog came up that said that the program that I was trying to unzip does not have a sig. It asked me it I was sure that I wanted to continue. I said yes and it worked. But the dialog also said that it didn't know if my program was safe or not because it didn't have a sig. My question is, how do you add a sig to your program? Do I put it some where in the script, or is it some kind of project option?
Please help.
Thanks August.

Signatures are effectively a guarantee that the program from where it has supposed to have come from. For example, a patch from Microsoft is always properly signed, this allows you to distinguish between real patches and programs people try to pass off as Windows patches, such as viruses.

They can only be issued by a "trusted Certificate Authority". Companies like VeriSign and Thawte are supposedly trustworthy, and will guarantee the authenticity of your programs, for a fee (ho ho ho).

It probably is possible to sign your own programs (I've never tried), but it's likely that someone else's Windows will again question it because you're not a CA.

Bottom line: If you're a company (thus with $$$) that needs to provide software to the mass Windows userbase, make friends with a CA. Otherwise, don't bother with it.

This may become more of an issue in the future when this "Trusted Computing Initiative" takes off and you'll in most cases only be able to run signed code.

Thanks for the info SMurf, I had no idea!