I'm watching a course on SharePoint Foundation 2010 Fundamentals.
In it a document library is created a couple of columns are added, then when New Document is selected from the ribbon, Office opens with the document information panel open and available and on save it saves to the document library.
In my document library on my local install of SharePoint 2010, when I click New Document it opens up Word without the document information panel. At the top of the document it says
Protected View. This file was opened from a potentially unsafe location - Enable Editing
On clicking Enable Editing, I edit the document, but saving it saves to local machine, not to SharePoint.
If I keep this document open and go and click New Document again in the document library, then I get the expected behaviour of the document information panel and then saving to the document library.
What do I need to do to make it work as expected the first time?
I'm guessing something to do with Intranet Zone on IE but this appears to be ok.