Gizmo Richard writes,
"It's a good practice to run any file you download (or borrow) through a free web based file testing service that will check it for malware using multiple anti-virus and spyware engines. Here are two of my favorites: Jotti  currently uses 20 different anti-virus scanners, while Virus Total  uses 32! Using one of these services can't guarantee that a file is 100% free of malware, but it's a lot safer than installing an unknown program on the blind faith that it's OK."
I have to admit that I've not done that in the past. But, it does make sense. Especially if the download is from a website you're not familiar with.
Plus, like I've always said, "You can't beat FREE!"