Security alert popup using file explorer on users created after migration from SMS 2003 to Essentials 2012 R2

Hi everyone,

I am migrating from SMS 2003 to Essentials 2012 R2 following the steps on this link: http://technet.microsoft.com/en-us/library/dn408641.aspx

I did transfert the PDC, infrastructure master, transfer naming master, transfer RID master and the transfer schema master,

I created some users and used the http://servername/connect tool to connect the different computers to the Essential server.he problem I have now, is that on any computer using a user account I created, they will get a security alert popup whenever they try to use Chrome, File Explorer, Windows Media Player and so on....

Here is an example of the alert: http://www.netwiz.com.au/appnotes/openfile_securitywarning.jpg

I have not demoted and remove the SBS 2003 yet...

Is there a step I missed? 

Thank you,

Patricio