I just re-downloaded it (My PC and everything on it died) and I got a warning that it was coming from an unknown publisher. (this happened the first installation too). Nothing bad happened to my computer last time (the PC dying had nothing to do with chrono source, it was my sister and soda *sob*) and so far this time all is well. I didn't get a warning about a keylogger o.o
I did however get this error (I got it last time too and fixed it by well...I own RPG Maker XP and opened it IN RPG Maker XP and played the game through that, but for folks who don't have RPG Maker XP not sure how they are opening the game: