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(+1)

I'm not knowledgeable in much regarding computers, but after the file was downloaded I clicked to launch the .msi file and windows popped up warning that this could affect my computer's performance or just overall be a malicious. I realize windows warns against a lot of safe things, I'm sure this is one of them, I just wanted to double check and make sure that it's completely safe for me to download. 

(+2)

Usually I right-click it and ask Windows Update to scan it. If the scan comes back showing it's safe, I click Advanced > Run Anyway. Sorry wish I could help more! If it makes you feel any better, I ran it on my computer and nothing bad happened. Good on you for being cautious!

(+1)

Windows automatically flags .msi files no matter where they are from. So, as long as you trust where you got it from and/or run a virus scan on the file, then it is perfectly safe to use. (This applies to any other .msi or .exe file you could encounter)