Its probably being detected because of its ability to install onto the bootsector of the harddrive, a thing that malware would do as well. I'd say its a true detection of 'malicious' code, if your living in the windows only world
To install linux its perfectly fine. Be sure that you download it from a trusted source. If your really worried, see if there is a CRC32 code you can use to verify the integrity of the downloaded file, then install without concern.
Downloading the file and scanning again will get you the same warnings.