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Themida packed files are NOT detected as a virus, but as a potentially unwanted application because of the anti-emulation/debugging techniques it uses and is exploited by malware to evade detection. Potentially unwanted applications cover legit software and packers that are often exploited by malware and are detected ONLY with user's consent. During installation, the program prompts the user whether to enable or disable detection of such applications. If the user enables that option he agrees with detection of Themida packed files as well. Again, they are not detected as threats but as unwanted applications.
Disable your AV when you DL it.