This little warning is microsoft's way of keeping you safe- it's saying the program you want to run is not on your own computer, but is stored in another computer's memory. The fix is telling your computer to "trust" this remote computer. Please note the drive letter above is "W" and will be different on your machine, please remember that letter.
This effectively tells your computer to trust anything from the drive you specify, it will transform that W: into the actual computer name of the computer it represents, so don't worry if it doesn't look right after you push add. You can push okay, or the X on all of the windows we brought up. Now when you go to open the program it won't complain!