Before extracting, set up a secure environment to prevent your antivirus from deleting essential game files (often flagged as false positives).

Create a new folder (e.g., C:\Games ) where you will install the game.

When asked for an installation directory, browse to your excluded Games folder.

Check your antivirus quarantine; it likely blocked a "crack" file. Restore the file and add it to exclusions.

Right-click the .rar file and select "Extract to Hearts of Iron IV..." or "Extract Here" using WinRAR.