Upgrading to High Sierra is really painful. I cannot do brew upgrade, I am getting thousands of security notifications - see the attached file. There are some recipes in Internet but they are not working, maybe the latest upgrade does not allow them. I can approve files one by one but there are hundreds of them. Maybe at least I can approve all files in a directory? Or run a script approving all files?
It appears you have an anti-virus application called Bit9. If it is causing more difficulty than help, you can always deactivate or uninstall it. If this is a institutionally managed machine, contact your system admin or help desk.
If you feel you need to have an anti-virus application, be sure to confirm that it will run correctly with macOS High Sierra. You may need to disable the anti-virus' blocking of scripts if you are intentionally running scripts for what you are doing.
This does not look like any Apple software dialog box. The icon is unfamiliar, .exe is not an application extension on OS X and there's no reason why Apple should want (nor you should be required to provide) any justification for running a piece of software, nor your email address when you approve it.
It looks like that might be Eclipse (or some other IDE) running behind your dialog? If so is it possible this is coming from a plugin for that application?