Downloading Runescape (game) - security message?

Hello,

I am trying to download a game (called Runescape) from a website.  I know it can be trusted, I used to have it on my old laptop.  But every time I try to download it I get the following message:

"Your current security settings do not allow this file to be downloaded."

I have Norton Internet Security/Antivirus.  I am curious what to do, I go to allow it through the scans or the firewall but I am not sure what I am doing, I feel like I have tried a few things but want to make sure I am not doing something wrong.

Thanks for the help!