There are some precautions that you have to check.
The obvious ones as vista and 7:
Run as administrator via right click (or shortcut)
Unblock downloaded file before using.
Avoid running from the root folder (C:\, D:\, etc.), and try running it from the other folders (For example, inside grand chase folder, but can be inside any other folder as well)
More general ones:
Make sure the hack exe file is not compressed.
Your account has administrator rights (applies to xp, vista and 7)
Never run inside zip file. Extract beforehand.
Add your stage folder to your antivirus real-time scan exception, or just add kom file extension to the exception list.
Nevertheless, I'll do some approach to try and get rid of the message. If this approach doesn't work, it means there's something wrong on your side, such as not having enough rights.