Viruses - Downloading Files

no.

scan anything with your antivirus BEFORE activating it.
Or, if you have a small external hard drive, down load it there.. THEN scan, THEN use. that way if there is a virus on it, it will only be active in your external instead of your computer.

Externals can be found for 50 or less.

Depends on the program you are using. i.e. there is a difference between a virus checker and full internet security.

AVG Internet Security.

Firstly Happy New Year.
Whatever you download with virus it is obvious that it will infect your computer somewhat. It is not that if you are having a antivirus then you are safe, some virus cannot be deleted even by antivirus. So it is good if you first scan your computer.
Actually you have asked about program downloading then why you need .wmv extension?I think your confused between program file and extension. ok while downloading a file it is depend what kind of file you are downloading.

I thought - maybe wrongly - that the computer's virus protection program checks each file being sent to that computer and stops the receipt of any file that contains a virus known to that virus protection program.

In contrast, the computer's virus protection program does not check files being downloaded. I think because of this many computer users have a policy of not opening a file that has an attachment.

Also files with an .exe extension are programs and are particularly dangerous. I'm not sure about the .wmv extension.