+1 to what Ptondo said.
Simply turn off your antivirus, download WeMod and then add WeMod as an exception in your antivirus program before you launch it, to avoid this issue.
The majority of trainer providers have issues with false positives by antiviruses. It’s purely because of the way trainers work, which is by temporarily altering memory addresses in your RAM while a game is running. It’s completely safe, your AV is just being over-cautious.
I’m not familiar with Bullguard. But take a look at this thread for BitDefender to help identify what you’ll need to whitelist in your AV: How to white-list WeMod in BitDefender!