When running the downloaded MSI, Windows displayed this dialog:
When the installer was about to start writing files to the computer, Windows User Account Control also displayed this dialog:
To solve these problems, Sliding Mind have bought a code signing certificate from VeriSign. This provides a path of trust between Sliding Mind and VeriSign who are automatically trusted by all versions of Windows.
Using this certificate to sign the TrackPath installer results in the two dialogs changing to look like this:
The signed installer will be part of the v1.4 release of TrackPath.