I did request a stick to beat those who push the bogus files.LOL.

Seriously though, avoid files with words like "setup" in them. They are garbage you do not want on your computer. Also be cautious of small files like BPMax and Xoloxian stated. jpeg, gif, and txt file are the only ones that are normally small. Most other types of files are rather large in size if they are legit. Even still watch out for some of them too (usually porn files) have redirect programs in them.
Another thing to watch out for is mislabeled files. Most files you get are titled correctly or close enough to know that is what you want. However sometimes people have files which are mislabeled either accidently or on purpose. If you get one of these few files just delete it.
Also check your downloads from time to time when downloading to make sure that you did not get a "bogus" file. If you did then you can ditch it then istead of later when it might cause an embarrassing situtation for you.(i.e. opening a a file that has porn infront of your kids)