First time using steamrip, help

New to pirating. Trying to get sonic mania from steamrip. Only download available is megadb. I'm trying to download it but Firefox is giving me a warning, saying it's a potential security risk:

"The download is offered over HTTP even though the current document was delivered over a secure HTTPS connection. If you proceed, the download may be corrupted or tampered with during the download process".

Is this safe? Sorry I'm new.