The file: 

Didn't get marked as a password stealer.


This is the actual text in the warning:

Category: Password Stealer

Description: This program is dangerous and captures user passwords.

Recommended action: Remove this software immediately.

Security Essentials detected programs that may compromise your privacy or damage your computer. You can still access the files that these programs use without removing them (not recommended). To access these files, select the Allow action and click Apply actions. If this option is not available, log on as administrator or ask the security administrator for help.

containerfile:C:\Users\Oppie\Downloads\Unconfirmed 50150.crdownload
file:C:\Users\Oppie\Downloads\Unconfirmed 50150.crdownload->(nsis-6-convert.exe)
webfile:c:\ProgramData\Microsoft\Microsoft Antimalware\LocalCopy\{CC689049-C4EC-417F-BE34-DE36C8193C59}-Unconfirmed 50150.crdownload|
webfile:C:\Users\Oppie\Downloads\Unconfirmed 50150.crdownload|


Seems to be hitting on the nsis-6-convert.exe file that is in the installation file.