It's your choice to ignore the warning if you are sure it's OK.
You can post a screenshot by first saving it as a .jpg to your desktop and then clicking the camera symbol on the line above where you are typing.
From what I can see, Site Advisor gives it a safe Annotation/Green? At least for getgreenshot.org...When and where are you getting a warning?
Edit; I concur also that it is rated (Safe) from a number of other sites as well.
It seems to be a (Free) lightweight screenshot software tool. However with all (Free) Downloads, one has to determine if it is in their best interest to install.
GreenShot is available for download from a number of websites, and all the sites I've checked have a Green rating. If you're getting a warning it may be that it's the file itself not the site that is triggering the warning.
Where are you trying to download it from?