If you Download anything to your Computer, before Installing it, right click on it and you will see
the choice to Scan With ...and your Anti Virus will be listed there, (Avg, Norton, Anti-Vir Etc)
It only takes a few seconds to do and could save you having to deal with an Infected Computer.
If you are unlucky and the scan should happen to say the file is infected simply Delete it, Do not Install it.
As a precaution always run a full scan shortly afterwards just to make sure.