Hmm what a useful and very witty reply you just got there. Hilarious eh!
OK here is what your friend needs to do:
Kaspersky obviously thinks it is a virus or an unsafe program.
as you KNOW it is not then you can disable Kaspersky whilst you install it, or you can tell Kaspersky to allow it when it complains.
You didn't give enough information for a more comprehensive answer! To give step by step instructions I would need to know exactly which Kaspersky program it is, what exactly is happening, is it during install? After? When trying to download it?
All of these things will help people to know exactly how to explain how you get past Kaspersky being so over cautious.
In short, just disable the antivirus and install the program. If the antivirus complains when you run the program, tell it it is OK to run.