and, you should ALWAYS virus scan something you download.. REGARDLESS of the source.. because even if you got a file from a trusted friend, theres NOTHING to guarantee they mightn't be infected with something and not know about it...
also bear in mind some anti virus programs are crap (norton...) and some have many false positives, so its best to check on the forums if you find anything.. and also possibly checking the file on an online scanning service like virustotal.com to see how many other virus programs detect it...
some trainers for example raise false positives with quite a few anti virus programs due to them using dll's to do windows keyboard hooks (and other things).. so in some cases you will have to disable the anti virus to run a trainer..
also (off topic slightly) but NOD32 is now responsible for blocking the next release of ProtectionID due to one of their shitty signatures (which i have fully documented and tested).. i've emailed them about it, and once its fixed (and once cdkiller comes alive again) there will be a new public version