Hello Vinalspin, and welcome to Seven Forums.
Whenever you download something, Windows will usually have it set as "Blocked" until you unblock it as a security measure. This is why you would have to click on "Run" when prompted before Windows will allow the file to run or be opened.
If this is the issue, then after the file has been downloaded into a user folder (ex: Downloads or Desktop), right click on the file, click on Properties
, click on the Unblock
button (if there) under the General
tab to unblock the file. Open File - Security Warning : Unblock File
If the file is not in any one of your user folders, then you will not be able to unblock it as above unless it's moved into a user folder.
Hope this helps,