.tmp files at installation and you can't set up it as trusted?

I run a game installer of http://www.cabalonline.com/ (an online game) and:

  1. it will say it has no rights to unpack the files (even if i’ve allowed all security + window), it’s like the older bug which exists after hybernate state (no rights to run)
  2. i’ve solved this by setting security + to allow all: did i? I can’t tell the firewall to trust in that .tmp file an do NOT ask me anymore about that file at every percent!

I tried out other specific defense+ settings to solve this but nor i think it’s not a bug or a good feature.