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You did the right thing by being concerned. It's always good to make sure that what you run is legit and not a virus. If you got the game directly from here, then it should be fine. Always make sure to get software directly from the source, since if you get it from somewhere else, sometimes bad hackers could put malware into the files. The other people here should have told you that, rather than "just click through it" or "no worries." That's not a good habit to have, unless you're 100% sure the executable is legit. This one is, though, so you can click through it.