I don't know why it does that, but there should be a way to retrieve the file anyway.
I believe it's mentioned in the download thread
If you are using Google Chrome, it may try to block the download because Google Chrome is silly. To skip the filter, hit Ctrl-J to open your downloads window and click "Recover Malicious File"
EDIT: I can get rid of the thread for you, I assume everything's been taken care of?