Applications compiled with Axe are not signed on the calulator for reasons of signing complexity. To enable an application compiled by Axe to be sent freely to calculators, you need to sign it using a computer utility.
If you're on a Windows operating system, a utility to sign applications is included in the Axe download under
Tools > Application Signing. Hopefully, it should be as simple as doing just what the batch file's name suggests.
If you're on a Unix operating system, the same base utility can be downloaded
here, with which you will need to sign the application a bit more manually.