I downloaded bitcoin-0.3.21-win32-setup.exe from bitcoin.org, thence from iweb.dl.sourceforge.net. Is that the right place? bitcoin.com is unresponsive. After the download, before I executed the file I got a message from my AV program ZoneAlarm.

Security           ZoneAlarm Browser Security security scan has found this file malicious. Click
Status:             here for details Malicious software can harm your computer or violate your
privacy.
Nothing bad has happened yet, but if you run this file, ZoneAlarm Browser Security may not be able to protect you.

When I "click here" this panel apprers

Malicious behavior observed:
This file is "zombie" software that silently terminates itself each time it's run, causing no immediate harm to arouse the suspicion of antivirus software. However, when certain conditions on your PC arise, or when it receives instructions from a remote hacker, it can execute malicious commands.

Please advise on how to procede. If this is covered elsewhere in this forum, or anywhere online, kindly provide a link, please.

The client connects to the Bitcoin network by using IRC to find other users. This is the intended behavior of the software. However, there are many malware authors that use IRC as a command-and-control tool for controlling their zombies. ZoneAlarm has probably noticed that the program contains IRC-related code, and so it assumes that it's malicious.