Hi,
What game is it? Be careful when configuring and accessing downloads for game software from unknown categories, as this can pose a security issue to your PC.
- Press Windows + R and type inetcpl.cpl in the Run dialog box to open Internet Properties.
- Next, in the Internet Properties window, switch to the Security tab. Click on the Custom level button there.
- Next, in the Security Settings – Internet Zone window shown below, scroll down and look for the Launching applications and unsafe files setting.
This setting might be set to Disable, and this is the root cause of the issue.
Set it to the Prompt (recommended) option and click OK, Apply, OK.
- Finally, reboot your computer. After restarting, you should be able to open the file without any warning messages.
If possible, verify that the game is being downloaded from reputable publishers or stores.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable email notifications if you want to receive the related email notification for this thread.
Note: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.
Thanks