Go ahead and click "Don't run" to get the message to go away.
Then, right click on the file you are trying to run and click on properties. You should see a window similar to the one below.
All you need to do is click the check box next to "Unblock" towards the bottom of the window and then click "Apply" and "OK".
After that, you should be able to run the installer provided you have administrator rights on your machine. If not, please give us a call at 903-233-3500 and a technician will be happy to assist you.