PrettyMD isn't signed with a code-signing certificate yet, so the first time you run it, Windows SmartScreen shows a blue warning. That's normal for small apps like this one — the steps below are how to run it anyway. Takes about 15 seconds, and only the first time.
You do this once. After that, PrettyMD opens like any other app.
Double-click the PrettyMD installer you just downloaded.
Windows shows a blue “Windows protected your PC” screen. Click the small More info link — it's easy to miss.
A Run anyway button appears. Click it — PrettyMD installs normally, and Windows won't ask again.
SmartScreen is Microsoft's own feature — learn what it does ↗