Protected Mode and Signed ActiveX Plugins

With Protected Mode enabled, our signed plugins no longer operate as
they should due to limitations on where they can write files, etc.

Is there any way to get around this programmatically, without the
user
having to disable Protected Mode manually?

I must admit that I appreciate Microsoft's continued efforts
regarding
security, but the entire point of having signed plugins was so that
the user could explicitly grant trust to the plugin. Unsigned plugins
were not allowed by default in IE6. I'm not sure who thought that was
inadequate.

- Shawn