Checked around, seems that thing is a trojan.
I've read quite some pages from Reddit and other sources, seems the whole thing is giving away your keys somehow.
I won't even try the online services... tried one with 6 letters and email came after few minutes, so funny.
do you have any reference link for these things that you are saying?
you may be using a wrong link to download the source code/exe or the program and as for your second comment are you using an online vanity gen creator?
refer to this topic: https://bitcointalksearch.org/topic/vanitygen-vanity-bitcoin-address-generatorminer-v022-25804
and this wiki: https://en.bitcoin.it/wiki/Vanitygen
and this source code: https://github.com/samr7/vanitygen
nowhere else.
p.s. using a third party website can also be safe as long as you use a split key method.
Sorry, I've read the articles and closed the tabs.
I'll try Vanitygen and only use initially for small funds.