Which anti-virus software do you have installed? Unfortunately, if you do have the settings at max, you're going to probably get this no matter what unless you customize your settings (assuming your software lets you). There probably is a setting where you can change the file size that is detected, which results in the security token being required.

Since you are concerned about your computer, I would say most anti-virus software will not block 100% of malware. Some are better than others but at the end of the day, if you really want your computer to be secure, you're going to need a variety of programs. Unfortunately, something like Norton or Avast is only good for simple malware. More complex ones will target those programs and prevent them from running, which normally leaves you like a sitting duck while backdoors are created. To prevent this, get other programs, such as Malwarebytes which won't be knocked out.

For one of my laptops that I regularly download stuff on, it's been hacked before (I didn't have as much security on it). I have the entire portion of my computer that contains Windows fully encrypted with a military grade encryption key and have this portion hidden. Additionally, there's several anti-malware programs, more than 1 firewall, constantly have my IP address hidden through a combination of 2 programs (it changes frequently), etc... . I also test every thing I download in Sandbox before it even reaches the rest of my computer and do a basic scan of it, plus generate HJT and/or TDSS logs. If any part of it is unwanted, I trash that download and immediately run CCleaner. Within my encrypted hard-drive, certain directories have additional encryption.