(IMPORTANT NOTE): Microsoft blocks downloading/installing Heretic II.

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IMPORTANT NOTE): Microsoft recently made downloading zipped/exe files from the internet difficult to use. Windows has added a feature that is causing problems with "downloaded" files over the internet: Note: example: "Zip files with game "exe" files, etc..." Example: (heretic2.exe)
This file came from another computer and might be blocked to help protect this computer error...
Once the zip archive has been "unblocked", the "executable files" (heretic2.exe) contained within the zip will "begin working as expected" once they’ve been extracted.

1) Check your Game install zip that you downloaded, either the "Heretic2.zip" or the "Heretic II pre-installed and updated" zip by right clicking on it and go to properties.

2) At the bottom you will see Note: This file came from another computer and might be blocked to help protect this computer.

3) You have to click on "Unblock" and then click "OK" and then unzip it and move the folder inside "Heretic II pre-installed and updated" named either "H2 or Heretic2" to C:\Heretic2 or H2 depending on which one it is.