Piggy backing on ayuvar's comment, it would be better to sign your installer, and then have your front page/download page tell the user to be sure the installer is signed (show pictures, tell them what to look for, etc).
"To be safe, always check the digital signature of EXEs you downloaded, before you run them. The official Classic Shell installer has a signature for "Ivaylo Beltchev", and the fake one doesn't even have a signature."
And per another user (silmar), my sentiments:
"The problem with signed installers is: many software developers don't sign, so you install even if Windows warns you. Even if someone signs and then stops signing, it may be that he forgot about it. But you want to install NOW, so you skip the warning."
Admittedly the download page doesn't mention signing or how to look for that, though, per the comment I referenced above, I doubt it would make much difference to the vast majority of users.
While I'd like to think things are generally better now, I think the historical inertia of Windows' ecosystem and how conditioned users have become to ignoring such warnings is at least partially (mostly?) at fault. There's no easy way to correct people's behavior, and enforcing certain settings (e.g. only installing signed software) would mean either 1) upsetting power users or 2) users still finding a way to disable such checks.