Windows 8 now uses Internet Explorer’s SmartScreen system-wide, checking downloaded files to ensure they’re safe. In general this is a good thing, but if you have any problems then it can be tweaked.
Launch Control Panel, open the Action Centre applet, and click Change Windows SmartScreen Settings in the left-hand pane. Here you can keep the warning, but avoid the requirement for administrator approval, or turn SmartScreen off altogether. Make your choice and click OK to finish