This can happen if the file contains ActiveX controls or Web browser add-ons that do not have a valid digital signature.
The default security settings in Internet Explorer are designed to help users prevent computers from being compromised by Internet viruses and attacks.
Microsoft strongly recommends that you keep these security settings at their default or higher levels. Windows will also block files from publishers that you (or your computer administrator or network administrator) have blocked.
And for publishers you trust without prompting you to install directly, be careful to choose the software publisher that confirms your trustworthiness.
What should you be aware of when running scripts and ActiveX controls in Internet Explorer?
For software developers, be sure to purchase the wosign Microsoft Code Signing certificate to sign the downloaded code, so that the download will be allowed.
And for end users, be cautious about allowing websites to run scripts or ActiveX controls on your computer.
While these items may improve the effectiveness of Web browsing, they can also be a security risk, so it's best to avoid them. However, some sites or tasks may require them, and you must decide whether you want to trust an ActiveX control that is blocked by Internet Explorer for security reasons.
Please use the default security settings in IE browser. These settings will help protect your computer. If you need more protection when browsing the Internet, you can increase your browser's default security settings.
Why does Windows prevent certain files from being installed?