On most operating systems, such as Windows XP, Windows 7, Mac OS X 10.6 and 10.7, running downloaded software results in alerts from the system asking you to confirm that you trust the software and/or its source. For software from this site, the only source you should trust is direct download from www.clickrepair.net. It is the only site that is guaranteed to be up-to-date.
Apple's Mountain Lion and Mavericks
Mac OS X 10.8 and 10.9 are different. Attempting to run my Apps will give a message which does not have an option to continue. This is because I haven't paid the yearly fee to be a registered Apple developer*, so Gatekeeper can't make a security check using an Apple-issued security certificate.
One work-around is to temporarily change your security settings regarding what software is allowed on your computer. I do not recommend this. Instead, right-click or control-click the application, and select "Open" from the contextual pop-up menu. This time the dialog will have the option to continue, with a warning that this will remove the application from quarantine.
No matter what your operating system, vigilance about security is vitally important as the internet becomes an increasingly attractive playground for criminal activity. No level of security is absolute in the escalating war against these dangers, and the personal risks are greatly increased by using sites offering wares - particularly other people's property, software, media, ... - for free. My opinion is that downloading from any other site introduces a new and avoidable security risk, together with the possibility that the supplied version is not up to date.
* The point of writing software in Java is that it is cross-platform. I decided long ago not to be a developer of Windows-specific, or Apple-specific, software.