3rd party applications can trigger anti-virus and internet security products to block installers. In order to resolve this for PSEngine you will need to first consult any documentation or support team from your anti-virus provider first. 

Once your provider has instructed you on installing "3rd party applications" you will be able to run the PSEngine app installer and finish installing PSEngine on your computer. 

PSEngine cannot provide any assistance in matters of anti-virus issues.

To contact your anti-virus provider (most common providers):

Norton Anti-Virus technical support team.

AVG Anti-virus technical support team.

ESET Internet Security technical support team

Malwarebytes technical support team

Kaspersky Internet Security technical support team