Thanks for getting back to me. Windows Defender does seem to be the problem. I have tried various settings under "Controlled Folder Access" but nothing seems to resolve the problem. Windows Defender is deleting the JTAleret.exe file. This is with the Folder as a protected folder and JTAlert as protected app.
The laptop does have McAfee Antivirus also but not using it yet. Does McAfee have settings that might allow running JTAlert?