I know that if you have Norton AV running it can:

· Check any file that is executed
· Scan all files in a directory when you open it
· Scan the contents of zip files

I personally never have NAV actively scanning my system, and only scan files I get from free hosting places like geocities or yahoo, but it's good software to have running if you're overly paranoid or stupid or download tons of illegal or otherwise questionable stuff.