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So I looked up some tutorials on the Internet, since it seems to be a recurrent problem for so many people, and found out that it's likely to be your anti-virus blocking the program.

However, I do not know what is your anti-virus, and how it works, so I suggest you to search on the Internet how to bypass your own anti-virus restriction.

(I suggest you this link even though I haven't tried it https://support.steampowered.com/kb_article.php?ref=4361-MVDP-3638 )