I have no problem with download thar game. Disable your Anti Virus portecton for a while and add exec after download to exceptions. Because probable lame Anti Virus software, which you using report some false positives. I recommand to use ESS 7+.
Or it could be windows. My Windows 8.1 keeps asking me if I really want to download this program. It's even worse than that. They take the initiative of blocking the download and you have to click a small icon that gets you to a menu where you can download anyway so to speak. Then you have to do that again when you run the program, thankfully only the first time. After that it works normally. I had to do that for practically each game I downloaded.