Trust me, if I could have nuked my corporate build and done a clean install, I would have. But, it would have been kind of hard to authenticate onto the network - if you plug in a non-corporate imaged device here, it won't even assign you an IP.
We have other "intelligent" policies on our systems here at work. Even if you have local admin rights on your box (which I do, due to some unique hardware I use in my job), you aren't allowed to execute a file called "setup.exe".
So, I just rename the file.