please go back to your post and edit it (left bottom corner of your post). It is aginst the forum rules to post names of files you're downloading with your p2p client:
http://www.gnutellaforums.com/announcement.php?f=7

To your question: It is quite dangerous to download zip and exe files from the network. I'd reckon you not doing so, since the risk of getting infected with some sort of virus, trojan or whatsoever is too high.
Your protection progams might not prevent an infection.

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