I found the problem. I suspended KIS protection, downloaded the file (which was not deleted), clicked on the file and pressed "Virus Search" (with Kaspersky), KIS scanned and presented me with a report, always in Management activities (see post above). The detected threat is: not-a-virus:HEUR:AdWare.Win32.DealPly.gen I find more information on this AdWare, here: https://threats.kaspersky.com/en/threat/Adware.Win32.DealPly/ Related post on italian Kaspersky forum: https://community.kaspersky.com/b2c-forum-in-italiano-61/il-file-di-installazione-dell-emulatore-memuplay-e-cancellato-automaticamente-dopo-il-download-10475?postid=50789#post50789 Moderator note : Duplicate Post deleted