So long as you're not trying to launch them with LW. Launches with LW are only intended for AV multimedia. So attempts to do so could very well end up with such an error message.

1stly, I'm not a pc Windows person. But the message you're receiving could be due to security software you have on your system such as AV or system protection that prevents any other app running that's not designated to (you find the latter moreso on networks at uni/work.)

I've heard that some apps & games that're dwnlded can be corrupt or incomplete or even have viruses. That's due to the source of the file.

So I can't help you too much with specifics particularly since the details you've given me are not elaborate (such as your os setup & AV, Firewall, etc.) Hope these are helpful points for you. Perhaps a pc person will get back on this one (I'm a mac person.)