Chris,
I understand all that, that is not the issue. I could just download the file and then open it, which is what I do if I think I'm going to want to keep the file. In fact, I have my browsers download to a folder of my own choosing, not the temp folder under my profile. My issue is having to close that worthless dialog that opens. The scenario is usually that I'm reading this forum on one monitor and want to open an attached SU file on the other monitor to look at what the problem, example, etc. is. I click on the attachment and elect to open it with SU. I continue to read while waiting for the file to download and SU to open. After a while, I realize that SU has not opened because it is still waiting for me to close that dialog. SU already tells me that the file is read-only in the title bar of the SU window, why require me to verify that the file is read-only before it will open the file?
I realize that this trivial, but it is one of those trivial non-user-friendly nuisances that bug me.