Create Set-ExecutionPolicy.md

Set-ExecutionPolicy.md

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+## Set-ExecutionPolicy
+
+If you see this error: `.\DeepBlue.ps1 : File .\DeepBlue.ps1 cannot be loaded because running scripts is
+disabled on this system. For more information, see about_Execution_Policies at
+http://go.microsoft.com/fwlink/?LinkID=135170.`
+
+You must run Set-ExecutionPolicy as Administrator, here is an example (this will warn every time you run a ps1 script): 
+
+`Set-ExecutionPolicy RemoteSigned`
+
+This command will bypass Set-Execution entirely: `Set-ExecutionPolicy Bypass`
+
+See `get-help Set-ExecutionPolicy` for more options.
+
+Please note that "Set-ExecutionPolicy is not a security control" (quoting [@Ben0xA](https://twitter.com/ben0xa))