Well, I do not believe that LW was the problem. It was the program file you have downloaded with LW.
LW for itself is sound and save. The files you download with it might not be though. It is always advisable to have some Security Programs handy to scan any kind of file downloaded from the Internet.
Of course, there will never be a 100% protection, though with some common sense and the necessary caution you should be as save as possible.
If you have some spare time read through the stickies here in the forum, or use the search function here and type "virus" or "files aware". You will find tons of advice and suggestions that will help you to get along quite safely when using a P2P client....
Cheers