I had similar message from McAfee, on mine it stated something like “Whoa don’t go there” I selected an option something like Accept the risk or ignore, and it installed OK.
There is no virus in it. You should not need to uninstall McAfee, if you go to the Mcafee control panel you should see an option or a tab for security somewhere, select that then choose Real time Scanning then select “Turn Off” and another box should open allowing you to Turn it off for a selected time, select 30 min then try again to install.
Another thing I have seen recently is a Windows Defender warning pop up, this appears in a blue box stating something like Windows SmartSceen prevented an unrecognised app from starting. You should get an option to Run anyway and no further problems. If you do not see the option to Run anyway it could be your security settings in Windows.
This is a relatively new thing in Windows security and can be disabled or set to allow.
To get to these settings right click the Windows Icon bottom left on taskbar and select Settings/App & Browser control, make sure Block is not selected for any of the browsers.
See how you get on with that info
