yeah, i have seen that meny times but ive allways realize that its bs before the window loads all the way. if any garbage like that come up just close and delete the file.

Yeah, I've also encountered this thing many times when downloading stuff from LimeWire. Haven't been able to determine the exact circumstances under which I do or do not receive it, but whenever I do I cancel the download and move on.
Norton has identified fastmp3player as a big threat. Believe me, it's not worth screwing up your machine just for a couple of downloaded songs.

Good Luck.