Have I ever had one, the answer is no (touch wood)...
You can't Scan a file before you download, but once you have you go to your shared folder (outside of limwire) and right click on the file and scan it before you play or open it....
Stay away from exe and zip files as most of them are full of viruses...
With movies you can check that the file is what it says it suppose to be, by checking it with Bitzi.....
How to use Bitzi