Agree, but to save you some time: no, there is no such thing as "trusted" or "untrusted" software. That's Windows' "security" thing (not that it works). It's simply not marked as being an executable, so you can't run it... Open the file properties and you can make it an executable file. The reason this is done is for security measures; in case something somehow maliciously autodownloads software it can't run it without any help because the file isn't executable.
