Set-ExecutionPolicy Unrestricted -Force
Set-ExecutionPolicy Unrestricted -Scope Process
curl | sudo sh
Install packages only from the operating system's package repository or from another trusted repository.
If the software installer is only available as a script, download the script manually and check its contents instead of piping it to a root shell (and maybe run it in a VM instead). That way, you can know if the code is trying to do something nefarious. Piping to Bash can also be detected server side, so a server can serve malicious code when it is piped and good code when it is not.
"Oh the security stuff is in the way, why does it need that, MSDOS doesn't have it, no-one needs it"