you forgot to say which wallet.
in any case take these steps:
1. make sure you are downloading from the original website not a fake lookalike website.
2. learn how to verify a GPG signature and do it. all the famous wallets with developers who understand basic security will sign using GnuPG and release their publickey.
https://stackoverflow.com/questions/19011093/how-do-i-verify-a-gpg-signature-matches-a-public-key-filea better example:
https://www.torproject.org/docs/verifying-signatures.html.enif you verified the signature and made sure it is the real wallet installation file then the chances of your AntiVirus being wrong is pretty high.