CS6 Download from eBay

Is there a way that I can go straight to CS.

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No.  You cannot bypass this screen.  Your operating system's UAC is correctly asking for permission to proceed.  Do you want Photoshop to make changes to your system's upper level registry files?  This is normal UAC behavior when installing new software and using it the first time.  But proceed with utmost caution. You bought a big pig in a poke on eBay.  

Creative Suite hasn't been sold legally since 2017.

CS6 is a product that Adobe hasn't sold for many years and buying it from eBay is definitely not a good idea, especially if you downloaded it! That means it is almost certainly a counterfeit... Caveat emptor.

Why Never to Buy Adobe Software on eBay or Amazon Marketplace

Aside from the licensing question, this is a Windows issue. Some possible workarounds here:

https://superuser.com/questions/850473/giving-permission-to-program-to-run-with-out-confirmation-in-start-command-windo

Did you use the transfer process?

https://helpx.adobe.com/x-productkb/policy-pricing/transfer-product-license.html

If not, then it was sold illegally and may be a pirated version with malware that could attack at any time.

incovenient?

1. you almost certainly bought software that was sold illegally.

2. it's possible the software may have been altered and that warning should be taken seriously.