"What gives?, you say, my program's not an installer and it doesn't have anything like 'setup' or 'install' in the executable name! Why does Windows pester me and my users with such a warning?" The answer: have a look at your resource file (RC, etc) and especially your versioning strings, such as
"ProductName". If there's any or part of the taboo keywords in there, such as "setup", "install", "update", Windows assumes that the executable is an installer, and also assumes the worst. Thus, the solution is to never use any or part of these keywords in any of the location that Windows will look for.
For more information on how Windows "heuristically" detects installation programs, have a look at the Installer Detection Technology paragraph from the following TechNet note.