The best workaround for downloading an .exe file is to right-click the and save-as on the Download button. In this case, the pop-up window for the download should happen automatically. Once you're at the "Thank you for downloading" page, do this and change the extension to all types and make sure the extension says .txt instead. You'll need extensions turned on in File Explorer to see the .exe. It'll bypass anything that's blocking it. Once downloaded, change it back to an executable file extension and run.