Chrome runs downloaded .exe without waing you

I was tricked into downloading a .exe file in the Google Chrome browser, expecting a simple text file. I did click on the link that started the download, and I did click once on the download on the bottom left of my browser, where Chrome normally shows the downloadeds.

In these cases, I expect Chrome and/or Windows to give me a waing about not running downloaded executables from untrusted sites, but I didn't get any. Chrome simply ran the executable showing me some kind of installer for some kind of download manager. Off course I killed the process as soon as I saw I ran the executable. But I don't know if this opportunity the executable had, is enough to cause damage.

A scan by virustotal on the executable shows a lot of hits:

AVG               Generic.7E5
AVware            InstallCore (fs)
AhnLab-V3         PUP/Win32.InstallCore
Avira (no cloud)  PUA/InstallCore.Gen4
Bkav              W32.HfsAdware.FEB6
ESET-NOD32        a variant of Win32/InstallCore.ACZ potentially unwanted
GData             Win32.Adware.InstallCore.GF
Ikarus            PUA.InstallCore
K7AntiVirus       Adware ( 004d2b271 )
K7GW              Adware ( 004d2b271 )
Malwarebytes      PUP.Optional.BundleInstaller
NANO-Antivirus    Trojan.Win32.InstallCore.ebwcin
Qihoo-360         HEUR/QVM06.1.0000.Malware.Gen
Sophos            Install Core Click run software (PUA)
Symantec          SMG.Heur!gen
VBA32             Malware-Cryptor.InstallCore.gen
VIPRE             InstallCore (fs)
Yandex            PUA.InstallCore!

My questions:

• How can it be that Google Chrome just went ahead and ran the file without any waing?
• This file (.exe) was a software installer, and once running I killed it with task manager. Could this technically already have harmed my pc, even though I didn't install the product the installer was offering?
• If so, what steps should I take to prevent further damage now having already run this file once already?

More details on the file can be seen here: https://www.virustotal.com/nl/file/cdd371ffcef65b9a3fa3856ad5d4f3935319715c35bedf6cce06ae3ae9d5a4e5/analysis/1462894859/

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