I just tried to download it, and I get the same warning.
What's really sad is that I submitted the files to VirusTotal first, as I always do before hosting files online, and they were scanned through over 70 AV engines and came back clean. Not sure why Microsoft Defender is freaking out, but it's a false detection.
It is concerning though - I'm not sure why Defender is mis-identifying this as a threat, it's such a simple little program - but that might mean that adding the web browser media player to CMC could cause similar download issues.
You can open up Virus and Threat Protection, go to Protection History, expand one of the download attempts that were blocked, click the Action drop down box, and select Allow. You can then download it again, and it should be successful.
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Trailers - FILE NOT FOUND
Re: Trailers - FILE NOT FOUND
President, Chameleon Consulting LLC
Author, Chameleon MediaCenter
Author, Chameleon MediaCenter
Re: Trailers - FILE NOT FOUND
I just tested it on my HTPC, and after jumping through the hoops to "Run Anyway", it got an error 153 video player configuration error message and it didn't work. 
President, Chameleon Consulting LLC
Author, Chameleon MediaCenter
Author, Chameleon MediaCenter