I second this. I had the same issue today. I downloaded BitShares.Setup.2.0.180302.exe for Windows on Bitshares.org. I verified the hash checksum, and tried to install. Windows defender blocked the install. Reason: Publisher unknown.

Bottom line the app hasn't been verified by Microsoft. You should still be able to install it by forcing it through, but given the amount of security a wallet app deserves, this is a bit irresponsible from the devs.

I'm not installing and running a client wallet until the software publisher can be verified by Microsoft, and I can verify the installer using a dev's public key published in the same way that bitcoin and other wallets do. I run full nodes for Bitcoin, bitcoin cash, bitcoin gold, monero, litecoin, dogecoin, and all have been properly executed and verifiable.

I'm a newcomer and I already own some bitshares in an exchange, but for me to feel right about participating in bitshares on my desktop, I expect proper opsec to be provided. I hope this can be addressed in the near future, and will be checking in regularly. All the best.