Hmm, does it look like this image
when you run it ? If that's the case, you have to click "More Info", which should show a "Run Anyway" button. (Windows does not know the executable so it assumes it might be unsafe - this is not the case.)
If that's not the problem, then it's probably your antivirus software blocking the executable. You will have to find a way to temporarily disable it, or allow the program to be executed somehow.