http://www.deletespyware.net/music-downloads.htm
So, according to these people, music files that one gets from P2P can get you anything from virii to Trojans to spyware.
Last I heard though, music files cannot be infected, right?
Well, yes and no: the actual music file cannot be infected, it seems that .mp3 extensions can contain macro code that WMP and Realplayer will interpret and run. Too bad.
So, what are some other file extensions to watch out for?
Here's your answer.
And
this is another informative article about spyware.
So, get yourself a good anti-spyware (it is also anti-adware) program, get an Antivirus application and run regular scans on your PC. If the antivirus supports it, have it scan all files that enter your computer. And last but not least, watch out for these extensions: be careful what you dld.