Help?

I just got a new laptop today and it is windows 8 rather than 7 which I am used to. It came with no instructions so i’m quite lost on how to work it truthfully. I tried to download PMU and it told me that it was a virus and wouldn’t allow me to download. Is there a way I can get around this or somehow edit my security settings in which I have no clue how to locate?

Did you make sure no firewall was blocking it?
And, it could be one of your virus protection programs.
Kaspersky(I believe) makes pmu out to be a virus when it’s not.