The only video files I'm aware of that get close to having viruses are WMV files. See What you should know about WMA/WMV Files

Use the link wondering why gave you to get appropriate anti-spyware & adware programs in point #3. Those two listed are both very good!!!

Also in that link it shows what files to avoid; point#2. Also see Movie download issues

Oh ... & see point #4(h) I think it is in the link wondering why gave you about Rootkits. They're worse than the average virii!