New
#11
VMs are great for taking chances while at the same time anything imported to the main OS by Cloud or other method like a dvd-rw since VMs are limited to floppy and optical drives would still prove risky.
As far as toolbars some already see the installation of the toolbar being a requirement! in order to finish the installation. I've run into that on a few occasions when looking over new freeware sites. In fact when a selection of old XP downloads never opened in zip file form were scanned a few revealed bugs hidden inside never detected by any other protections like the free versions of AVG, Avast, a few different adware/spyware removers, MS SE didn't do any better there!
The big word for downloading off even some familiar sites on occasion would be "Enter at own risk"! Poorly written utilities like system tweakers can lead to problems as well. You may think a malware struck to find out it was simply a garbage freebie stuck on a download page somewhere.
That's where IE protection can often be the largest help by filtering questionable unknown sites by flagging them if anything is detected. A firewall of course as well as an active registry guard serves to add some extra layer of protecttion. The more layers(as well as more common sense note) you have the less likely you will get struck. But even with safeguards inplace never be "overconfident" that nothing can get through!