Hi,
I guess this is a new mechanism from microsoft to create fear, uncertainty, and doubt about any software not coming from themselves. But I suppose it is worth mentioning that yes, the "Unknown Publisher" in the case is myself. The person installing has to decide if they trust me or not. As always, there is no warranty.
I think you should add a publisher name and a product name in setup file of Windows application. It would still ask if you trust the publisher, but it won't be written "Unknown Publisher", but "PSPP project" or something.
I know it is a small thing, but those are things that are making better usability of the whole system.
Regards, Matej