I need to sign my executables
This site does a good job of how I sign my applications. If you don't sign your apps, you will get a warning when they download your setup.exe file and also during install your executables will be flagged as being from an Unknown Publisher.. Then when you run the setup.exe file it all be flagged as an unknown publisher. Click here for more information.
I have know for a while that I needed to do this.