Not able to download AAR and always when I try I get a blue and yellow shield over the desktop icon

When I try to download AAR it seems all of the app is not downloaded.  First, the desktop icon has a shield over it which I do not know why.  It is wanting to run the app as an administrator.  I can uncheck the administrator in compatibility but with and without the box checked the app still does not open.

With the shield removed the app will not open.  

Any help?  Thank you in advance.