Yes, with McAfee, you do get the warning screens. It does download and install fine. CDBurnerXP works very well and I have used it for the past couple years. - Make sure you download from main site - Make sure you run your anti-virus/malware after install (mine found nothing after install) - Yes, would have been nice if they took care of this years ago. - No, I do not know if you get the same messages when you buy the program. Use the program. I guess I just consider this one little hoop to use the free version.