Ok, to most of us, this is probably common knowledge. BUT, to some people <insert "zomg i want 2 change my statz to over 9000" post here> it's not.
Firstly, as the moderators have said, ALWAYS scan the files you download...
this is probably the most obvious of all
Second, READ what other people have said about the thread, someone can always post a "FAKE" virus scan that says's the program's clean right? - In addition: NEVER download anything that has no comments/replies to go along with it because this means that it's probably a virus
Third, (now this one might not be common knowledge to everyone) If you are using windows XP (not sure abuot vista) go to start -> help and support -> System Restore -> and create a restore point BEFORE you download and install ANY programs..... this is a wonderful option because if you do end up getting "pwned" in the face, you can restore your computer to before you downloaded the program
Finally, (actually this is probably the first thing you should do, but w/e) BEFORE you download anything, open up notepad/worpad or anything that involves writing.... and write down your account name and password...
ALWAYS use this because you never know if you got keylogged by something you downloaded, even if you did got keylogged, you don't need to type your password or account name you can just copy/paste it into the login screen