The message may be shown by SmartScreen, a Microsoft filter to protect your PC from harmful applications.

To install SmartHanzi, click  Learn more  →  Run anyway  and proceed as usual.

SmartHanzi is signed with a standard Code Signing Certificate from Sectigo which guarantees the integrity of the downloaded software.

As explained in this tutorial, a standard certificate also helps gaining reputation:

• The message should disappear after a reasonable number of successful downloads with Internet Explorer or Edge.
• The process may have to be repeated after each new version.

A more expensive EV (Extended Validation) certificate would be needed to completely avoid the SmartScreen message.

The download link in SmartHanzi home page (when a new version is notified) now directly opens Microsoft Edge.

It was previously recommended to try Firefox in case of difficulty with IE. This made sense at the very beginning when SmartScreen was a part of IE. With SmartScreen a part of Windows, it is strongly recommended to use Microsoft Edge and improve reputation.

It is in no way recommended to turn SmartScreen off. See SmartScreen FAQ for more details.