Security Warnings from XP SP2 and Vista on Download
Microsoft has improved security in Windows® XP and Vista, but in doing so has also added some new warnings. When you download a file, you will now be faced with a window like the one below with the details of the download you are attempting:
You should choose Save--running anything from a download location is almost always a bad idea. You don't have a backup copy after the download if you run from the internet.
Security Warnings from XP SP2 on Installation
If you run a file that has been download from the internet, additional warnings are now displayed if there is not a digital signature. This is associated with the download, even if you rename the file on XP (but not if you copy it to a floppy disk or move it to a Compressed folder, and then back out again). The warning should look like the message on the left:
It should look like this
This means that the code has not been changed since we published it, and therefore hasn't been infected by a virus, or changed maliciously.
Red means Danger
This means that the software is either not signed, or has been modified or not correctly written to your disk. We recommend that you contact us if you see this message, and let us know where you downloaded the software from so that we can find out what happened, and abandon installing the software.
Digital signatures assure you that our software has not been tampered with. We are in the process of signing all of our software.