What does security warning mean?

A security warning appears after the execution of a file that was loaded directly from outlook-stuff.com (without saving):

Files that are loaded directly from the internet are classified as risky from the Internet Explorer. That's why this dialog pops up.

The Publisher is EDV-Service Marchert. Only if this name is displayed you can be sure it is an unchanged original file from the developer because this file has a digital signature. If you click on the publisher you will see some more informations:

You can see here the date of the digital signature. This date has to agree with the one on the download page. Only then you have an actual original file.

Unfortunately there are fraudsters on the internet which loads files of well known software, changes it (may be add a virus) and then offer this files for download on some servers. By this procedure the digital signature will be destroyed permanently and as publisher you will see "Unknown Publisher":

Do never execute or save such a file but report the source of it to the developer.

Theoretically a gangster can also have a certificate and digital sign his malware, but this is not very presumably and even then the name and time stamp are different.

The same warning appears (now from the OS) if a file, that has been downloaded from the internet, is saved in a NTFS-file system and then executed:

The reason for that is the same reason mentioned above. You can permanently avoid this message if you uncheck the box next to  Always ask before opening this file or click with the right mouse button onto the file, open the dialogue Properties and then press the button Unblock.