Does NIS 2010 allow Unknown Files to install and run?

One well respected online reviewer of security products has recently posted the following information about a preliminary test of NIS 2010.

 

He installed NIS 2010 and performed all the live updates. Right after that he went on the search for some rogue antivirus. After finding a fake codec site he clicked on the codec download and installed it. NIS immediately said that the file was new and had never been seen in the Norton community, Nor did it have a digital signature. But according to him,the file was allowed to install itself on the PC and run.

 

Is this right or did he do something wrong??? Does NIS 2010 allow unknown files to install and run even after it has shown an alert?