Welcome to the community. 
You can find this information by using the search tool in the top-right of the community. For example, here: "Wemod failed loading the cheats into your game" / "We’re having trouble downloading the cheats" - #2 by Ravenfyre.
The exact instructions depends on your specific chosen anti-virus/firewall program. You’ll need to Google those as we don’t give support for third-party products.
I also moved your thread title to the actual post & renamed your thread title to be shorter/readable.