Can you take a screenshot for me? Sounds like a false positive from a virus scanner. They should have an option to analyse the file to determine it actions. It should then come back clean.
I don't know how to paste a screenshot into this forum, it was a message that flashed up as a windows security warning when I tried to drag the W2WINMODE folder to my desktop.
By the way I have found a way round the small windowed screen problem that might be useful for other people who want to play it windowed. This is how I do it in windows 8.1 anyway, and I suspect you can do it the same if not a similar way on other windows versions.
right click the desktop and go to "personalise" and under the display settings you can go to "Calibrate Colour" to change the size of items displayed in windows, the default setting is 100% and it's marked default so it's easy enough to remember how to change the setting back once you've finished playing. Anyway you want to click the box that says "let me choose one scaling level for all my displays", you will then get the option "custom sizing options". When you select that you get a scale bar and a drop down menu allowing you to choose a more specific size, here you can experiment by adjusting the size and applying it until you find that war2 displays as a good size in the windowed mode. When you have discovered the size you need then you don't have to mess about experimenting every time, when you click "apply" you might get a prompt to sign out of windows and then sign back in again. WHAT EVER YOU DO don't go too big because you may not be able to get back again! So start at the smaller numbers. I have found that the ideal size for my laptop screen is 150% I guess it may vary depending on what size screen you have, I'm afraid I don't know what size screen mine is! But it seems like a common/standard size.
Once you've done this you can move the war2 windowed box to the centre of the screen, now the taskbar might be covering it at the bottom but that's not an issue because you can just right click on an empty part of the taskbar and select "properties" and under the "taskbar" tab there is a drop down box for "taskbar location on screen" and you just move it to the right of the screen or to the left if your desktop items are positioned on the right, then nothing is covering the war2 windowed box and you're ready to go:). Once you've finished playing the game it's easy just to change these settings back to normal again.
I just thought I should share that with you because playing in window mode is useful for numerous reasons. Maybe this should be a bulletin.
