With certain antivirus and when the level of protection is set to high, Station installation file can be flagged as "dangerous" or "potentially harmful".
We guarantee that our software doesn't contain malwares or any other kind of viral threat. It's just that antivirus detection engines can sometime be too severe (or just plainly wrong) when assessing new software.
We're in the process of getting Station whitelisted by most antivirus providers, but in the meantime you can just momentarily turn off your antivirus protection to run Station setup.
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If you'd like to know more about our privacy and security policies, just click here.