There is a video on the installation process on the top page of www.outagesio.com.
If you're running a Microsoft or other virus protection scanner, you may get a screen asking if it's okay
to run this application. Click OK or whatever your virus scanner requests to approve the installation.
On Windows 10, click on the "More Info" link you'll see the "Run Anyway" link appear. Click that and the install will begin.
This is Windows being overly protective in an odd way. They charge us yearly fees for a certification yet their operating system still does exactly what you've just explained. We don't understand it :). When we originally started, the project was called NutPile Networks (www.nutpile.com) and we've since changed the name but have been so busy with site/service related work that changing the code/names has taken a back seat. It's easier to explain to people that it's ok, it's our software, just has the original name.
BTW, to ensure a proper installation, there are two other points I should mention.
Make sure that you're logged into your PC with full administrator privileges. This is important because a lower level account may not allow the installer to install the software as it needs to.
The second thing is making sure you've removed any previous copy of the agent if there was one installed before. If you don't, the installer may install two copies and neither will work.
I hope this helps you to complete the installation.