iCloud photo download to Windows PC shows virus or malware warning

I am trying to download multiple pictures in one download from my I cloud to my Windows PC. When I do, I get a message telling me that the file contains a virus or malware that will harm my computer. I can successfully download individual pictures.

[Re-Titled by Moderator]

Original Title: When I attempt to download a batch of photos from my I Cloud to my Windows PC, I get a message telling me that the file contains a virus or malware.