Filezilla removed at any start of Windows 7

I'm trying to solve this annoying trouble: I installed Filezilla 3.5.1 (the last version up to now), and on downlod return the file FileZilla_3.5.1_win32-setup appeared with a small red shield attached, and the warnig This program is not often used, and may be dangerous. What do you want to do?
Possible options were

• Remove the program
• Put it into the Vault

With some trouble (I know that the program is good) I managed to install it onto my Windows 7 System anyway.
The problem is that now, every time I close, and restart the computer, the Filezilla.exe file appears to be cancelled: no warning, nothing else!
The problem may be overridden simply re-installing any time I need it the Filezilla executable, but at the moment I excluded as a culprit AVG, running together with PREVX: this because AVG may be disabled, and when you restart it remain disabled, up to when you restart it.
Someone knows if the same may be done also with PREVX? I mean, disable (not dismount it from the machine), and restart with PREVX disabled. Just to be sure that PREVX is not the application that deletes the Filezilla executable.
Or, someone has some idea why Filezilla 3.5 is considered by some part of the antivirus system a seldom used program, and so possibly dangerous?

 

Prevx doesn't use the word "Vault" anywhere - I believe that's an AVG word so you should probably contact them

 

Right: I do not remember exactly what was saying the warning. More, it was written in Italian, because I use a localized System, so I made here a poor translation of the message as I understood: I think this is not the point. I'm asking if someone knows of this trouble, or otherwise, how may I disable PREVX, just to make a test: is this possible?
If I disable PREVX, when I restart the windows System it is again ON. How may I disable it, and enable again when I choose?

 

At last it was definetely PREVX: I contacted the support, and they made me re-install the program: the Filezilla is no more deleted at any start of Windows.
The support people explain this as follows: