Mark of the Web and Explorer stupidity

So, we are working on a very clever little program that acts as a browser independent bookmark util, and strips Google's tracking data.  It's not a screen scraper.  It's a bookmark utility.
It can also download images to local files.
As a browser independent util, bookmarks are written to html pages.  We want an OnClick open in new window aspect.  This is to reduce the number of opened browser pages\tabs and also to allow an easily returnable window handle to the Window that we
open for the bookmarks.
Works great with FF and Chrome and older IE.  Newer IE on Win Vista 8.x does not open in new window.  Opens links in tabs which (as we all know do not adhere to Microsft's Windows Hierachy Rules) so we can't use the db app to find the originating
Window, and therefore have to open a new one on the next Open Bookmarks call.  hwnd values do not work with tabbed browsers, so don't suggest that.  Neither does inspecting every running process for the process thread and backtracking, so again,
no lame ass responses, please.
If we add the poorly documented Mark of the Web tag to the page, then yes, we can open pages or images on the web in a new window.  BUT, not locally stored files even with fully formed paths.
This is ridiculous.
In other words, an image on a site that may be compromised is now 'secure' using MotW, but a local file is not?
What moron at Microsoft thought this made sense?  How the hell do you justify locking down a local file but leaving a web based one exposed?  MSIE's security protocols get more ridiculous with every new wet behind the ears hire kid that you bring
on board.  You guys apparently are big on rules that have zero real world application value.
Explain, please, (without the bullshit icacls Dos cmd run as admin), how a user is allowed to link to file on their own computer's hard drive, which I may add, they paid for - you did not - especially when we have, on download, checked the correct file sig,
to make sure it is valid.
As it stands, we are thinking that we should just give up on fixing IE's constant issues and just advise users to install FF.
I await answers that are competent.

I appreciate the offer to help, Rob, but this has nothing whatsoever to do with domains, pop-up blocker settings or anything of such a basic nature.  Neither is this about css or scripting.  It is about Microsoft's stupidity pure and simple. 
And, btw, I am a pro.
However, I have now resolved the issue to large extent, and am happy to report that I can now use code to elevate permissions at will.  I can also now hide content in files, including hiding binaries in simple text files.  If Microsoft were not so
dumb, I wouldn't now know all this or have a need to know.
Here's something for you to ponder, assuming of course that you are a professional.
Create an htm page, with a link  to link to say a text file or image file that you created.  (So you created both the htm and the target file).
You want the target to open in a new window.  Not a new tab.  You want the new window to be re-usable. So you add a simple OnClick - New Window instruction to the href.
MSIE freaks out when it sees the Onclick instruction and delivers a restricted Script/Active-X message.
There are no script <> tags on the htm page - they are not needed, and there are no active-x controls.
This is a local page, not on a domain, not on the web.  
If we tell MSIE to allow, it will open the page but ignore the new window instruction.  (and of course, when we reload the page, we go through the same bull-crap again).
So we find that we have to add the bogus Mark of the Web tag.  We do that and now the links do NOTHING.  No error message, no explanation.  Just NOTHING.
We find that we need to either add a Low Security specifier via icacls or use an Alternate Data Stream to add hidden clandestine values.  If we use ADS, simply using the local Intranet zone, it fails.  So, we have to pretend the file was from the
web, even though it was created locally and add an ADS to that effect.
All of this, just to link to a file that i created, on my PC.
The problem is that MSIE recognizes MOTW for the Onclick, but not for link handling.  Very Dumb.
Since MS are strong advocates of ADS, why does MSIE not just write an ADS tag to say 'user says this file is okay'.  Or, even obey their own rules for MOTW.  Very Freakin Dumb and lazy coding.
So, because I had to jump through hoops and learn about crap I had no interest in, for something this simple, I now know how to do lots of stuff that some may consider dangerous, although it never occurred to me before.  This has been a constant theme
with Microsoft.  I learn more about how to hack a system than comply, simply coz MS is lame with documenting or does something as dumb as this.
So, thanks for the response, I have it handled.  Although I saw about 30 questions from non pros asking why their picture of little timmy won't open, and am sure it has to do with hidden ADS and permissions, I just love how nearly every response from an
mvp is to reinstall msie. 
Years ago I used to participate in ms security & db forums.  Never ceased to amaze me how mvp types would always have people reinstall everything.   Is that the first thing they teach in MVP school?
btw, as far adding a local folder to local intranet zone, can't be done.  Of course it does not help that the little MSIE dialog is wrong with their examples, and has been for at least a decade.
Regards,
Gary

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