MSE is stopping the exe file, it pops a warning when you download it, then it pops another one when you try and install it. It is coming up as Wowsteal.gen!A
It just instantly quarantines the exe file and I don't really want to disable that until I hear from someone that its fine. MSE is not very touchy (IMO) so i tend to pay attention when it goes off.
I just went through this last night, someone in the sales thread helped me through it check there. Basically it is the unloader that gives a false positive for wowsteal.gen!A
Someone explained it well to me, I had trouble getting MSE to not disable it as well, but if you go into MSE and uncheck the "take recommended action" button it will work. Once you get it installed you can turn back on the feature.
Definitely check out the sales thread, i can't post links or I would put one here.