SEP 12 blocking program

I am running Windows 7 x64 and recently downloaded a program.  Every time I try to run it, I get an error stating that a particular file is blocked and the program needs to be closed.  I contacted the vendor and they said SEP is blocking it and to contact you about allowing the file through.  Where/how to I set SEP to allow the following files to run:

Computer/C drive/Program files x86 /cricut-craftroom

Computer/C drive/Program files x86 /craftroom/ccrbridge.exe

Thanks in advance!