Windows asks, "Do you want to move or copy files from this zone?" every time I move/copy a file/folder from one folder to another on a network folder.

To get rid of this message:

Control Panel/Internet Options. 
Select  the Security tab; choose "Local intranet"; press the "Sites" button, 
Clear "Automatically detect intranet network"; select "Include all local (intranet) sites not listed in other zones"; select "Include all network paths"