When you are downloading programs , applications or indeed anything from the internet you should download them to a dedicated folder on your computer.
Windows 7 & 8 and Apple have dedicated download folder’s in their installation so make sure you know it’s location and put items downloaded into this folder.
First ,you need to know where you have your programs , applications etc that you have downloaded before you install them.
Then if you have downloaded a program or been given a program place it into the folder , then if you are running Windows then scan the folder with your virus scanner before you install them.
If you download music / media files from the internet via file sharing or P2P then this is even more critical as these files need to be scanned before you would even consider playing them because they may and often do contain virus’s , trojans etc that are triggered when trying to listen to them.
Ideally they should be left for a few days and then scanned with a virus scanner to take advantage of the updated virus signatures.