Many users have figured out that if they click the OK button (or maybe the Cancel button), the dialog goes away. In this case, they know that they get what the

Many users have figured out that if they click the OK button (or maybe the Cancel button), the dialog goes away. In this case, they know that they get what they want (downloaded file) if they hit the right buttons; they've probably hit exactly this before, on innocuous programs, and don't trust the warning messages. Or we might just have a bunch of reasonably-savvy users that have realized that lack of a signature is not the same as untrustworthy software.