It depends where you downloaded it from.
Tke these steps:
1. Open BullGuard by double-clicking on it's icon from the desktop, or by going to Start > Programs > BullGuard.
2. Click on Settings and click on "Antivirus".
3. Click on the top-left button to turn it OFF.
4. Click on the BullGuard logo at the top, to return to the main screen, and click on the three dots button from the Antivirus box to select Quarantine.
5. Check the box next to the file and press the Restore button.
6. Now follow the steps from this guide, to see the hidden files:
http://www.bleepingcomputer.com/tutorials/show-hidden-files-in-windows-7/
7. You will need to add
the exact file that BullGuard detected in a password protected archive (set the password to be:infected):
Note: I recommend that you use the 7Zip freeware program to create the archive.
Here is a guide that will help you create the archive: http://www.medicalnerds.com/how-to-encrypt-zip-files-securely-using-7zip/
8. Add (attach) the archive to an e-mail message to support@bullguard.com
9. Turn the Antivirus back on, by reverting the steps 2-3.
10. Click Settings then click Antivirus and click Advanced from the top-right. Select Tuning from the sub-menu that will appear on the left.
11. Check the box for and click on "Skip Files/Folders" to add the folder in which the entire program is, as an exception.
12. Check the box for and click on "Skip specific processes" from the same window, to add just the executable (.exe) as an exception.
Note: You may want to add the path and executable of the installer, as well as all the path and executable files in the installed game.