ah! if you have a windows and that pop up shows up where it wont let you run it click "more" or it should say something like "more info" and then it should have a button beside "don't run" saying "run anyways".
The suggestions you have gotten are on point! It might also be a permissions problem, in which case running as an administrator or moving it to a different folder might fix it.
If you still have trouble get in touch with us at info@moonchimeloc.com so we can look into it further!