With default Windows 10 security settings you may get a "Windows protected your PC" message that seems to only have one option, a button that says "Don't Run"
A detailed description of how to bypass this security feature is available at: https://www.itsupportguides.com/knowledge-base/windows-10/windows-defender-smartscreen-prevented-an-unrecognized-app-error/
To allow the blocked program while keeping your security settings simply click the "More Info" link on the left side of the security message. Once you click "More Info" a second option will appear allowing you to "Run Anyway"