The Google Chrome as well the Comodo Dragon says that this file that i download either from CNET or Comodo Forums, is malware and the request for download is Denied.
Really strange, here I tried to download and it worked without problems.
Can you attach the screenshot?
See the analysis in VirusTotal:
Clean
Try downloading from the official announcement:
https://forums.comodo.com/news-announcements-feedback-privdog/privdog-21023-released-t104698.0.html
i give you the screenshot
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also this
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You will not be able to use PrivDog in Chrome (stable, beta) on Windows anyway. 
See Extensions disabled by Chrome - Chrome Web Store Help and
Google Chrome Blog: Protecting Chrome users from malicious extensions
The same shows me when i try to download with Comodo Dragon, do you want a screenshot by it, too? I am certain of that
No, that is not needed (both browsers use Safe Browsing, so same detection is expected). The detection as malware and that PrivDog can no longer be used in Chrome are not related.
If you use Dragon, you should not have to download the installer, as PrivDog is included in Dragon.
Yes, but do notyou think that is something that it has to be fixed in order to be legitimate in others eyes as it is being recognized as malicious? That is all i say
Yes, and it has been mentioned before: https://forums.comodo.com/-t99673.0.html;msg721023#msg721023 and https://forums.comodo.com/-t102169.0.html for example.