I have a very simple answer which works:
- Open PowerShell in administrator mode
- Run:
set-executionpolicy unrestricted - Open a regular PowerShell window and run your script.
I found this solution following the link that was given as part of the error message: About Execution Policies
Edit: Make sure to run set-ExecutionPolicy default once you're done, or you will be exposed to security risks (thanks Anonymous user).