It is Highly Recommened that you DON'T Download Programs With LW as 99% are Fake or Corrupt. I would suggest doing the following. IMO, MP3's and AVI's are about the Only Files that are relatively safe to download.
Torrents would be a better option for what you're trying to do.
Go to Tools > Options > Filter > Keywords and then add these file extensions: .wma, .exe, .rar, .html, .com, .zip, .mov. Be sure to click Apply and O.K. There are a ton of fake and corrupt files with these extensions.
WARNING: Viruses on network you should be aware of! (click on blue link).