It's normal. Here is a quote from one of the developers:
"Lets talk about what the distributor client does and why it may be flagged by some anti virus programs as being malicious. First, the client.exe is downloaded by another program, HakeDownloader.exe, which can be considered suspicious. HakeDownloader.exe mutates client.exe so that every user has a unique copy of client.exe. We do this so that if one person gets detected hopefully everyone else does not. Client.exe is also encrypted which commonly sets off anti virus programs. Client.exe generates a Hardware ID based on your machines components, and injects the actual hack into the game, both of which are suspicious from the anti viruses perspective.
I think I've said this before a long time ago but we count on customer loyalty and trust to turn a profit. We do not want any of your information or to compromise our users in any way. "