My Visual Basic applications are not registered with Microsoft (or other).
Therefore the message pops up. You can tell by the download filename that it
is a W3KM installation file.

Click {More info}, then click {Run anyway}.
It is recommended to use the [No-Questions-Asked Installation] option, which
puts the files in the application default folder. If you change the install folder, you
must remember to change it each time you get an update.