I wonder how you manage to turn your computer on. I can't believe you are actually attempting to create a game and do not know how to access the properties. It's simple. Follow these instructions:
1. Click on the "Start Menu" (bottom-left of your screen)
2. On the menu that magically appeared, towards the bottom-right of it, you will see the option to "Shutdown".
3. Press it.
4. Another small menu will appear magically, asking you if you want to "Restart", "Shutdown", etc.
5. Move your mouse (the object in your hand that you use) until the little magic arrow is hovering over "Shutdown".
6. With your index finger (thats the one on the end) click on the LEFT button of the mouse (explained above).
7. Walk away and never return to the machine.
You can either do that, which is recommended, or simply right-click on the file, and select the "Properties" option on the sub-menu that appears (usually at the bottom). There will be some text at the bottom that says the file is untrusted because it came from another computer. Click the "Unblock" button.