Currently, Norton Antivirus software incorrectly reports the Windows installer as infected. This happens with each new haxe version until enough users report the new download as a "false positive". So please report a problem with a false positive to Norton.
A way around this issue is to turn off Norton's 'Download Intelligence' while you install.
On a new machine with Norton Antivirus 2012 or similar installed you will find this option on the advanced panel (far left button). This panel contains a set of slders and at the bottom it says "Download Intelligence". Turn this off until you have installed haxe. The default 15 minutes should be fine and it will automatically go back to protected after 15 min.
We have placed the downloadable installer files in a locked forum post so that the links can only point to the ones uploaded to the server by the administrator.
Haxe is open source software so you can also compile haxe from source.