Basically at first it deletes the file, so what you need to do is go to your quarantined files and there is an option to restore and add to exclusion. If the file is not there then what you can do is when you are downloading it, usually chrome will block it from opening, you need to manually find the file in your downloads and open it from there and the directory that you extract it to OR the executable file name you need to add to your exclusion list.

Another issue is sometimes if you use any aftermarket firewall, you will need to add the ports because it might get automatically blocked. If it doesn't have access to the internet it won't work. You don't need to enable port 3333 that is only if you plan on using the remote monitoring. So you can check on your phone or remotely look at your stats if you are using a headless type of setup .