Your comments

+50, having this would be fantastic.  In general I do not download tools/apps to a user's personal folder as I think it should always go into a 'hidden' or system folder, or even C:\_IT or something.  It is especially awkward when working with someone and they see the warning that the OP attached.  Because they always think that they are losing files, or worse YOU are deleting their files, or they start asking questions like what you are running on my PC is it safe because my system is warning me.  Overall just not good, please consider and add this feature