But if they aren't doing it you can use Streams to recursively unblock an entire directory and it's very easy to use.
First get it over here. Knowing the MS-site, that link will probably soon stop working. Just do a search for sysinternals on microsoft.com and you'll find it, probably.
Running streams.exe in a prompt gives us:
usage: streams.exe [-s] [-d]which tells us that:
-s Recurse subdirectories
-d Delete streams
streams.exe -s -d [dir]is the correct command line for our problem.
Done. :) Enjoy your unblocked files.