Weird problems when downloading trojans

Hey there im new to the forums and i must say you have a nice website here!

Anyway I have a problem that maybe you could help me with a little.
Everytime i download a trojan (full package ofc with client/server/servereditor) somehow my computer wont let open any of the executables (I disabled antivirus etc ofcourse). It tells me i dont have the 'rights' to open it and i should contact my system admin, which is weird, cus im opening it from my administrators account. Also the icons of all the .exe's change into that standard 'i'm-a-not-working-executable' thingy :P if you get what I mean.
What could be the cause ? Even with Anti-virii disabled something still tries to protect me from opening it (at least thats what it looks like).

Thanks in advance!

it could be another anti-spyware app

Did you download the trojan from a trusted place? It could be just infecting you.

yea, a lot of trojans have the option to give a fake error message, someone could easily be doing that to you, I mean, I would delete immediately if I were you.