Won’t run setup.exe

When i run a game ( 2)i click on setup and it won’t just run it annoying,i have downloaded game 2 times from different torrents and its the same problem please help!
Answer #1
Windows firewall or Anti-Virus software..
Answer #2
How to turn them down ? I mean firewall how to turn it down
Answer #3
Windows firewall..Just right click on the setup file and go on Run as Administrator..
Other security software..No idea..As you didn’t state what’s installed..