Read the StuntsFAQ at zakstunts.cjb.net and all your questions should be answered.
It also depends on what version of stunts you have, if you have the common Broderbund-Version(look at the intro of the game) you should start the stunts_k.exe else, there maybe are some other files (runme.com,...). One of them should start Stunts without the securitySystem. Just try.
Good Luck