Plutonium

When I try saving the piry.exe file it will say I dont have permission to save it here and when i download the file it says failed - insufficient permissions but if i right click and press save as I can select where I want to save it but it just says no permission then it tells me to save it here but then it doesn't do anything.

Im actually having the same problem my av is detecting a malware or a virus and I have no clue why its saying that but mine says the threat name is trojan.generic.kd im using bitdefender.