...
The Information Security Officer will periodically review reports on such overrides and as appropriate, add them to the centrally managed policy. This information is gathered automatically; you do not need to report them to the helpdesk or anyone else.
If opening a program downloaded in Chrome or IE doesn't work...
See above. Same reason, but "Downloads" may be treated as so untrusted that they don't pop up an alert. Find the program in your Downloads folder (or wherever you saved it) and right-click to run as admin, etc.
Want to protect your computers from ransomware and other malicious code?
...