For Windows Vista and later, DO NOT INSTALL TO THE C:\Program Files directory or it will not Work!!!! When you run the installer please change the default installation directory.

This error happens when NM Gun Collector is installed in the Programs directory. It was not an issue when I released the software but later Microsoft changed their security policies so it became a problem. You can find more info here: https://www.nmcollectorsoftware.org/

I would suggest you uninstall it and then reinstall it in a different directory.