If you try and run an unrecognised program on your computer you will see the following message - Windows SmartScreen protects you from unknown programs running which could cause damage to your computer

 

Clicking OK will close the message and the program will not run

 

 

If you know what the program is and still want to run it - then click More info and you will be given the option to Run anyway or Don't run

 

N.B. Make sure you only do this if you are certain what the program is - as allowing a malicious program to run can cause damage to your computer and put you at the risk of having personal data stolen