I have been bugged by this error "windows has blocked this software because it can't verify the publisher" since last few weeks and was trying to get a route using which i can assure solution as well as make sure no overall security of my system gets compromised.
This is an absolute need for me, as i wanted to use a website called www.nprocure.com which hosts tenders for govt departments and when I wanted to use the token key they had supplied on Windows 7, all the time I received the "Windows has blocked this software because it can't verify the publisher". This was business critical. So I spent some time on researching and found a solution.
First of all if you want the site to let install software (a signed active x control), add both https and http version of domain as *.domain.com in internet explorer. (Tools/Internet Options/Security/Trusted Sites/Sites > add the web site. You have to un-check > Request server verification (https :))
Then go back to the Security page, Make sure the Trusted Zone is still selected at the bottom in the section Security Level for this zone Move the Bar to Low.
This allowed me to install the CAB file by the site with a prompt.
So I recommend this method without any liability to solve this issue. If you are concerned about security, you need to go back to trusted site tab after install to make it default security. Make sure you differentiate between Internet Security vs trusted site security in Internet Explorer security options.