Downloaded this just to see what the fuss was all about.
Even though @vira tends to see false positives even more commonly than the others, it didn't get excited over any of the game files...
Your antivirus software may already have deleted / quarantined the .dll file. You guys even have it in the game's system folder?
Anyways, try this: disable your AV for the time the game downloads (don't do anything in the meantime; just to be safe) - heck, the file may get detected as it downloads already... Put the game where you want it, and add THAT folder to the AV exception list, and then turn the antivirus software back on. Should work.
If it's not that, then it has nothing to do with your exceptions. Which might be the case, since when I rename/delete that .dll file, the game window doesn't automatically close for me, but gives me an error window that the file is missing...
Apart from that. If you haven't already, try running it in Japanese locale... (I mean, you need to, actually.)