Gianluca Sartori takes us through the process of signing our own executables:
Why does happen with some files and doesn’t happen with the Chrome installer or Acrobat reader? Because those setup kits are signed with a certificate from Google and Adobe, released by a certification authority that checks that Google is actually Google and not a disgruntled random guy pretending to be Google.
This means you can sign your code too, you just need to get a code signing certificate from a certification authority and they will be happy to give you one in exchange for money.
Click through for the step-by-step demonstration and a Powershell script to perform the signing.