I hope you have some sort of anti-virus installed on your machine. If you don't you certainly should, if not you run the risk of picking up adware, malware, viruses, trojans, keyloggers and other bad stuff. I personally prefer Norton but there are others and there's even free ones which I've tried but they require more of a hands on approach to keeping you safe, I'd much rather have the anti-virus do all the work.

When downloading any software, no matter how safe you think the site is, be sure to scan the file for threats. After downloading, locate the file in the folder (Downloads) right click on the file and select 'Scan with' and scan the file with your anti-virus. Best to be safe than sorry.