Windows Defender won't let me install DMD

[belkin]

I am trying to install the compiler and get started on learning D 
again ( attempted and stopped way back )

This is the error message I am getting. I am on Windows 10.

Windows Defender SmartScreen prevented an unrecognized app from 
starting. Running this app might put your PC at risk.

App:
dmd-2.084.1.exe
Publisher:
Unknown publisher

Additional question as a beginner. What do I need to install to 
get started.
Obviously I need a compiler (which one is best ). But I also want 
an IDE and so far it seems Visual D would be a best choice.

Ideas?