Tell us about your computer and anything else that is relevant;
If you're asking for technical help, please be sure to include all your
system info, including operating system, model number, and any other
specifics related to the problem.
What file are you downloading and from where?
What is the exact wording that you see?
What anti-virus and anti-malware scanners do you use, and have you scanned this file with them?
Such a message, if that is what it says, seems to be suggesting this file may be harmful to the computer. If that is the case, why would you want to use this file?
When I download a file in the properties they are "This file came from another computer and might be blocked to help protect this computer"
I have searched and found details of how to unblock, how to make reg changes, but still new files are like this.