There are CAS policy exceptions when running Command Line Tools

Problem: you see a lot of exceptions like:

--- EXCEPTION #1/4 [NotSupportedException]
Message = "An attempt was made to load an assembly from a network location which would have caused the assembly to be sandboxed in previous versions of the .NET Framework. This release of the .NET Framework does not enable CAS policy by default, so this load may be dangerous. If this load is not intended to sandbox the assembly, please enable the loadFromRemoteSources switch. See http://go.microsoft.com/fwlink/?LinkId=155569 for more information."
ExceptionPath = Root.InnerException.InnerException.InnerException
ClassName = System.NotSupportedException
HResult = COR_E_NOTSUPPORTED=80131515 

Solution: 

1. Open the "Properties" window for the "zip" archive file you downloaded from the JetBrains site (call the context menu for the file in the File Explorer);
2. Choose the "General" tab;
3. Hit the "Unblock" button;
4. Extract files from the archive once again;