It's just your firewall freaking out because it can't identify who the publisher of the program is. I've been playing this game a while and I have a very heavy duty malware defense system. Aside from telling me it doesn't want to launch it when I try to boot it up (which is easily bypassed), it comes up as clean during scans. The thing to do would be to google how to bypass your security system to let you download it if you really want to play this game. For me, that means I have to navigate the pop-up that comes up and click a few extra buttons and then I'm good to go. It may be different depending on your individual device though.