However, it's a good idea to always check any file you download from the internet. From Windows XP this can be done by opening windows explorer, browsing to the downloaded filename and 'right clicking' the mouse on the filename. Assuming you have virus software installed, there should be a 'scan with virus software' option.
This should only take a second or so to perform.
I believe other operating systems have a similar capability; if in doubt, use the help options or check your instruction booklet.