SEP auto deleting file after extraction

I have a .rar file and I need to extract an .exe inside it. Everytime I try to do this, the file is deleted by SEP and it tells me that the file is a virus. I have been using this file for years in another PC and never had any problem. How do I do SEP stop deleting the file? I tried to add the folders as exception and stopped SEP, but it keeps deleting the file.