Avoiding Firewall Warnings

Issue: A recipient of a XLS padlock secured spreadsheet receives firewall warning despite a code sign certificate being applied to the file.

I created an excel spreadsheet and went through the following process:
turned off the firewall on my PC
commenced the build process
uploaded my digital code sign certificate when building the secure spreadsheet;
saved and closed the xls padlock generated spreadsheet
uploaded the secure spreadsheet to a dropbox account.

The Recipient:
turned off the firewall on their PC
opened the dropbox account
attempted to download the protected spreadsheet
receives Pop up notice: "Windows Protected your PC etc
ran the exe file anyway

From a user experience I expected that no firewall warning would arise because I had applied Comodo code sign certificate.

I am wondering if I have failed to do something correctly or whether such warning notices will always occur?
Also, is it necessary for the Recipient and I to turn off the firewall protections?
Any thoughts?

A certificate doesn’t disable firewall warnings.

This notice occurs for any EXE file you download from the Internet, even digitally signed. Explanation here:

Thanks for the link. I have some homework to do

Anyone know how you’re supposed to ‘Register with Windows’? and if it’s costly?

No need to pay, your SmartScreen reputation builds itself when your XLS Padlock EXE files are downloaded and executed by your customers.