Rootkits: Should I be concerned?

rkhunter will trigger a warning any time you add an application. In this case, it's getting upset about (ironically) the security tool unhide.rb.

When you knowingly install software, you'll need to run sudo rkhunter --propupd in order to update rkhunter, so it knows what you've "okayed".

That said, rkhunter is largely for servers, which don't typically have a lot of system changes beyond initial setup. If you want something to protect against malware, you might want to consider something like BitDefender or ClamAV, something designed for desktop use.

Additionally, you may be interested in this related question, which goes into detail about Linux and malware, and why Linux is generally less prone to getting infected.