Always download software directly from the official Western Digital support site. Avoid third-party "driver download" websites, as they often bundle malware with old versions of this file. [Guide] How to correctly download WD Apps Setup.exe (WD Discovery & Utilities) If you are looking for the wd apps setup.exe file, you are likely trying to install WD Discovery , WD Drive Utilities , or WD Security for an external hard drive (My Book, My Passport, EasyStore, etc.).