File Insight Keeps Deleting Safe Download

How do I allow a download that the web site says is safe, but File Insight keeps removing without my permission?

 

http://md16.quartz.synacor.com/service/home/~/desktopweather_3203396.exe?auth=co&loc=en_US&id=1689353&part=4&disp=a

 

Compaq Presario Notebook

Windows 7