Windows Smart Screen and Windows Defender are both great tools released by Microsoft to detect malware on your system. Unfortunately, the latest versions are still flagging UltraVNC and RealVNC as a risk when the setup for VNCScan us unpacking to install.
You can resolve this by telling Security Essentials to allow the file and continue with the setup. You have my word that the version of UltraVNC that is packaged with VNCScan is safe and is the original open source versions of the file.
I encourage each of you to write Microsoft and let them know about the false positive. UltraVNC and RealVNC are relied upon by millions of system administrators all over the world every day.