Various virus detection software (wether from Microsoft or commercial add-ons) may give a warnings about downloadsdepending on how they are configured. Feel free to run your virus software (always a good idea) but then you will have to navigate past the warning window (if you get one). Getting to save the download is very dependent on the virus product, Windows may have a Discard button (or equivalent), use the arrow next to it, to find the button labeled Keep the file (or equivalent). Some cases give a very generic window with a linkor button that says More Information if so follow that and likely its again just text to tell you why this was posted.
Click below, if you are new to: windows, batch files, or command line usage.
Windows & File Information
Use the BACK button, or use the X to close the window and go back.