Windows defender not let me install spybot

[bahortov]

I have just purchased spybot antivirus , try to install and I get this msg:
12948
I have been trying to turn off windows defender realtime protection, but still, get the same msg

[Zenobia]

Somebody posted this page on Windows Defender Smartscreen:
https://www.itsupportguides.com/knowledge-base/windows-10/windows-defender-smartscreen-prevented-an-unrecognized-app-error/
There's a "How do I run an application SmartScreen has prevented?" section in the article.