It's very good software and simple to use.
When you ask how you fix it, what do you mean? That message is a windows security message that is designed to stop you running executable files without your knowledge, you will get it every time you install a program - unless you disable such notifications. It's basically just asking you if you actually intended to run that .exe file. If you did intend to run it, then you must click yes. If you click no, windows will stop the file from executing.