With recent Windows 10 updates, security has increased to the point that you cannot run an installer application from some unsigned apps without first explicitly allowing it. (This includes software updates and downloads for Newtek products as well). To do so, choose the option to download the installer first, navigate to your downloads folder, and right click on it and choose Properties at the bottom of the list.
At the bottom of the properties list, click the box that says "Unblock"
Press Apply and then OK, then try to reinstall your application