https://fgunz.net/page/frequently-asked-questions#1.2
Your anti-virus software or firewall is blocking it.
Either disable your anti-virus and firewall, or add the FGunZ Launcher to the exception list of your anti-virus software and firewall. Also be sure you got the latest launcher.exe.
You can download the latest launcher.exe here.
http://cdn.fgunz.net/game5/gunz/updXate/Launcher.exe