CAS policy exceptions during CLT running

Problem: you see a lot of exceptions like:

--- EXCEPTION #1/4 [NotSupportedException]
Message = "An attempt was made to load an assembly from a network location which
would have caused the assembly to be sandboxed in previous versions of the .NET
Framework. This release of the .NET Framework does not enable CAS policy by def
ault, so this load may be dangerous. If this load is not intended to sandbox the
assembly, please enable the loadFromRemoteSources switch. See http://go.microso
ft.com/fwlink/?LinkId=155569 for more information."
ExceptionPath = Root.InnerException.InnerException.InnerException
ClassName = System.NotSupportedException
HResult = COR_E_NOTSUPPORTED=80131515 

Solution: 

1. Open "Properties" window for "zip" file you downloaded from JetBrains site;
2. Select "General" tab;
3. Hit "Unblock";
4. Extract files from the archive once again;