Generally it's overzealous AV (avast, i'm looking at you u.u) that causes the problem, but i'm on Win8 and only have Windows Defender to cover my ass
There should be a "run anyway" button (on 8 it's hidden under "details" or something), use that.
So ya. Disable AV before downloading forge installer-win. I'll see if I can add a note for that on the files page and the EAQ.