This might catch some people out: Downloading a ps1 file from the Internet and tring to execute results in error:
Run only scripts that you trust. While scripts from the Internet can be useful, this script can potentially harm your computer. Do you want to run C:\Downloads\SetupEnterpriseSearch.ps1?
Even with executionpoilcy set to unrestricted you'll get this message, this is because by default these files downloaded are maked as blocked so to unlock simply right click on the script in question and click "unblock".
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