To sign the exe file, I used MS signtool.exe. For this you will need to download the bloated MS Windows SDK which has a whooping 1GB. FORTUNATELY, you don't have to install it. Just open the ISO and extract "Windows SDK Signing Tools-x86_en-us.msi". It has a merely 400 KB.
So, after investing some money, I finally signed my EXE file. What happened after that? Nothing... On Win10 I still see the same "untrusted" window with the "Don't run" button. The "Continue" button is still invisible. My program has about 400 downloads per day. Let's wait and see how many downloads are necessary. 2b1af7f3a8