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One stealth feature of malware is that they get you to install them without realizing it. For example, Microsoft has a setting to hide file extensions for commonly known programs (including .EXE). I often download programs and sometimes I expect to download a ZIP or RAR (similar to ZIP) and discover the site wants to download a ...ZIP.EXE program or ...RAR.EXE program. If you haven't changed your settings off of the usual Microsoft default you won't see the .EXE and when you click your download it will install rather than extract (and probably then extract so you don't realize you just installed malware.)

The moral: Change your settings to not hide common file extensions. Microsoft should change their default so as not to hide .EXE file extensions.
It's one of the first things I do when I get a new computer. Maybe the computer knows what the extension means, but I want to see it.
 
Some years ago Microsoft stopped going strictly by extension for file associations and the OS will try to read the metadata on a file to determine how to open it. Thus you can have executables that are not .exe, .bat, .com, .cmd, .ovr... etc.

I unhide extension and hidden files because I like to see everything.
 
It may not save everybody all the time but it is a good idea to unhide file extensions, and to understand which of them execute programs. A good anti-virus program will warn you, but it's better to have an extra level of being aware of what's happening.

The last year I have noticed an increasing attack where you download a file, let's ust some-file-name.rar and you get your downloader daying you're going to download some-file-name.rar.exe! They are trying to download and have you install some kind of download file manager, and who knows what their motivation is? I see no way it is benevolent.

Oddly, I sometimes try a second shot at the download and they give me the plain file without the EXE file downloader included.

By the way, iLivid is the worst offender, and many of the download sites have adopted it. Cnet provides this rather benign review (not good enough for us to host it but not bad enough to warn you off): http://download.cnet.com/iLivid-Download-Manager/3000-2071_4-75739415.html

However, the way they attempt to insidiously install themselves makes me want nothing to do with them.

It's a scary Internet world and as far as I can see there are more people (or at least they have a greater presence) who want to harm you than to help you.
 
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