It is a false-positive. Pretty sure this happens for most Private Server clients. If your virus scanner is deleting it, try downloading the RAR file which includes the exe and setup www.royals.ms/downloads/MapleRoyals.rar Feel free to await feedback from any of our 50+ active players if you are still worried.
I tried this and it seems to work. 1. Disable MSE 2. Download the client 3. Place it into the Maplestory folder 4. Go into MSE -> Settings -> Excluded files and locations -> Browse 5. Find the client in the folder and double click it. 6. Hit Add 7. Hit Save Changes Should be fine by now.