Setup File Will not Open in Windows 10

In a newly installed Windows 10 upgrade, I always get the Windows Security message "These files can't be opened. Your Internet security settings prevented one or more files from being opened."

When I open the "Show Details" panel, MS refers to C:\Temp (my temp folder) \_ir_sf_temp_0\irsetup.exe. I cannot find this folder when I look, even with hidden files visible.

Just for fun, I tried WindowFX_5.15_setup_sd.exe with the same failures. It was loaded on Win8.1 and worked fine. Misc. other setup files work fine, as well.

Any thoughts? Thanks.