We aren't talking about you opening the file and making sure everything is there LOL
Joke aside... it's important to have an antivirus program that actually scan the file before you even get it down... avast will scan everything that you get on your pc and then warn you about it. I've stopped alot of crap from installing and it's only because you can't scan everything that your pc download... let's face it... as soon as you hit a site you are downloading information and you can end up downloading scripts and more that will initialize once downloaded. We all know the warez sites that all contain porn links and such?
So here's the warning... beware of trusting your software entirely, but don't trust yourself either... do both a manual check and keep your software updated.