I spent 30 minutes driving myself crazy trying to find out what this meant. I searched and found many solutions that didn’t result in me getting any further in my quest to find out what the hell this message meant or how to fix it. I am here to help you solve this riddle.
If you downloaded a exe file that requires installing a program on your computer like say for example a program from HP to help you with your printer. You downloaded it directly to your downloads folder and are trying to run it FROM that same folder. Here’s the solution. Drag the file to your desktop and then try installing it. See if that works because that worked for me.