How to prevent Norton from deleting my key logger?

Norton won't evenn let me download the Refog Keylogger installation program.  I eventually figured out to disable Norton to allow the down load.  But after I install it, Norton deletes the files.  I'm not a computer whiz.  I know about exclusions but isn't there a way for Norton to ask me before it deletes the files?  Windows and McAfee allowed that.  Don't like Norton!  Any help in layman terms is appreciated!