Okay if you had that message, that's fake (not fully but very annoying) and it looks like Microsoft isn't a consumer friendly anymore.
Go to the link and follow the instructions that is provided below, go to number 5, open run or go to C:\Windows\System32 and find that app there.
https://www.makeuseof.com/this-app-blocked-your-protection-windows/
That installed my Double deluxe, no one restrict on what we install because it's not digitally formally sign.
Also install all games first, before patching and apply the changes in notepad for fixed that annoying black square.