I don't know any reason why Powershell of all things would be coming up to kill the installer, unless you have some kind of anti-malware that's being overeager or malware that doesn't like Java programs.
No, I meant the copy of the file you have. But if that's the page you got it from then it should be correct provided you didn't click on any ads.
Do you own the device you are using or is it administrated by someone else?
windows powershell intervenes with installation
in Support & Bug Reports
I don't know any reason why Powershell of all things would be coming up to kill the installer, unless you have some kind of anti-malware that's being overeager or malware that doesn't like Java programs.