I'm working on an updated install guide now but i haven't yet found a way to connect without zclient.exe. Zclient.exe installs a certificate which causes your computer to trust it (and anything it vouches for) completely. That's dangerous and is probably why antivirus' block it. You can create an exception for it in your antivirus so you can run it, or if you find a way to connect without zclient.exe please let us know how you did it so i can include it in the install guide.