About files with .WLU extension
The updater created independently by Windows Legacy Update created an installer using Windows genuine IEXPRESS Packer.
However, since this program can easily create an installer, malware using this Packer has increased rapidly since around 2008. Since around 2014, it has become more common to be classified as malware by security software.

Windows Legacy Updator
So I prepared my own installer program and used the associated program with the .WLU extension to make it easy to install.
This not only drastically reduces false positives by security software, but also avoids the risk of the site itself being blocked as a site distributing malware.
The WLU file itself is just a CAB file, so if it contains a really suspicious file, it can be detected by security software.

See here for the latest WLUpdator and updates.