Amazon Games and Software Downloader

So I purchased a game from Amazon and when I go to download it, I get a popup saying I need to download Amazon Games and Software Downloader . I proceed to start downloading it and get another popup saying it could contain malicious software that could potentially harm my computer . I then decline the download . Anyone know if its ok to download the Amazon Games and Software Downloader ? The game only cost $ 2.50 so it wouldnt be a big loss . Any help would be greatly appreciated .

The popup you get is basically a reminder telling you "watch where you download from, it could be bad". You know it's from Amazon so don't worry.

Ok thanks !