Hi,
By "program," do you mean a .bat file? If so, Windows Security often flags batch files because they can be used to execute potentially harmful commands, even if the file itself is legitimate. Before running it, I recommend scanning it with VirusTotal to make sure it doesn't contain any suspicious or malicious code. This will help determine whether Windows Security is simply detecting a false positive or if the file actually contains code that could pose a security risk.
If you confirm it is safe, you can open the Windows Security then go to Apps & browser control > Reputation-based protection settings and disable all the options temporarily for you to be able to run the file.