As new installers are made for Chess Openings Wizard, they will be “unrecognized apps” until around 100 players install them. (Your security software is set by default to report back on any unrecognized apps that you install.)
If you use Windows Defender, the screen you see will look like this:
You will want to click that More Info link.
Then if it tells you that the Publisher was Bookup or Michael Leahy then you know it came from me as in this window:
Then it’s safe to press the Run anyway button.
Running other security software such as McAfee? Check that software’s help section for how to temporarily disable it or how to add this COW installer to its whitelist as an exception.
Having issues with Windows Defender Smartscreen allowing the download at all? Here is Microsoft’s suggestion for temporarily turning Smartscreen off.