I have to agree with Philly.
Many of the exe and zip files are currupt.
Use bitzi to check always and scan files before opening. Always check filesize also. If you don´t see how a file could be so small it isn´t the file that you are looking for. In a few cases they will be legit, but is it worth putting your computer at risk just to save a few bucks. If ratings at bitzi say it is a good download there will often be comments on how to install also. Also check out the treads about viruses on this forum, so U can get some insights on the risk.

For games I would recommend torrents instead if you can get em to work. Just remember they are free also so you never pay for a torrentprogram, if you do you are being ripped of. BitComet or Azereus are quite decent.

P.S. not all torrents are safe either, so be careful