http://www.snapfiles.com/freeware/security/fwvirus.html
Here's the link same site, that has some free AVs that work really well. I use the AntiVir, thrid one down from the list.
AV stands for Anti Virus. You should always use an AV when you download as it will detect any viruses/worms/trojans that will harm your computer & it will get rid of them for you automatically after you scan your system.
They usually run in your system tray in Windows. Always keep it running. The AV that is.