Some anti-virus programs' heuristic scanners (also known as "smart" or "intelligent" scanners) detect code similar to that of a virus. The game is virus-free, however, and such warnings should be ignored and treated as "false positives".
It is also possible that your anti-virus software would automatically delete or quarantine the file during installation. If your system is unable to find the game's executable file under the shortcuts on your Desktop and in the Start Menu, please reinstall the game and disable the anti-virus scanner for the duration of the installation.
Update: We have released a new version of the installer, which includes a modified executable. This should minimize the number of anti-virus scanners that throw false positive warnings to a few less popular ones. Depending on the user feedback, we may make some further modifications to the executable.