To fix this, right-click the DLL file and select Properties > Unblock (button down the bottom).
From your game launcher, use the "Browse Local Files" (or equivalent option) and make sure you actually installed mods from where the game is launching from.
If you're having trouble loading a mod there are some things you can try.
If you see the "radio buttons", make sure to click the radio button titled Version X.X.X:mono (where "X.X.X" is the highest version number you can see) to update to the correct version. Select the drop down and select default-mono. From there, go to Manage Installation > Configure.