There's the license popup from LW, but some video files have popups (usually wmv or ? windows formats). Those 2nd ones beware because they may send you to a dialler site. For firewall issues you need to consider is it coming from your software firewall or your modem/router's internatl NAT firewall. See how to deal with these issues here Connection problems? Check here first! (click on link)

As far as fake files go ... sources are the people who are hosting the files. They are listed under the # column of the search results. So if you see 100 under the # column then they may well be fakes. If you see 10 or so, then they may not be fakes. If it's video files you're after, try using Bitzi to see if there's reports about that particular file. For videos see: Movie download issues