Although I have security software installed, I down loaded and ran the Malware and it came up with no problems. There has to be something in the startup that triggers the false message. Also while the message stated that it had deleted the CCleaner software, I don't believe it did. as it was running and I had to uninstall the software in order to get a clean slate.
I know under window 8 there was a virtual file where programs ended up for some reason. For I had a situation where I had down loaded a module for a certain software and it ran fine. However, I could never find the file when I