How to remove security notifications about unapproved software after upgrading to macos High Sierra?
It appears you have an anti-virus application called Bit9. If it is causing more difficulty than help, you can always deactivate or uninstall it. If this is a institutionally managed machine, contact your system admin or help desk.

If you feel you need to have an anti-virus application, be sure to confirm that it will run correctly with macOS High Sierra. You may need to disable the anti-virus' blocking of scripts if you are intentionally running scripts for what you are doing.