How do I tell Lion that the files downloaded from a source are ok?

You can use the Terminal command:

xattr -d com.apple.quarantine "/path/to/the/filename"

You can disable it forever using (again from a Terminal session):

defaults write com.apple.LaunchServices LSQuarantine -bool NO

See: <http://reviews.cnet.com/8301-13727_7-57374676-263/workarounds-for-quarantine-bug -in-os-x-lion/>

Bob's answer is clear for individual files, or globally. Those are your options.

There's no way (AFAIK) to identify a specific source as being ok - e.g. apps downloaded from your own server, if that's your goal.