Windows Defender: Unrecognized Application

If you see a screen like this come up when you try to run the installation program:

Press the "More Information" link, then select "Run Anyway"

Plan B

If you don't see the "Run Anyway" button, you have an extra step or two to take:

1. Open the Zip file you downloaded and drag the installation program to the desktop like this:
   
2. Right click on the file, and select "Properties" from the list that appears.
3. Look for the "Security" section and check the "Unblock" box