Don't require whitelisting entire domains

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I'm trying to download files from a Chinese website for work, but it has malware on the domain, so the only way to download the file is "you will have to add it to Exclusions in your Malwarebytes program." But this is a permanent, domain-wide whitelist. This is very dangerous. I may visit the site in the future and not remember I whitelisted it and download something sketchy. The whitelist should be temporary and per-file so I can thoroughly check each file I download before running it.  There should be a better solution than "just temporarily exit Malwarebytes while you download".