You do need to be really careful of any zip or exe file as most of them do contain viruses and the ones that don't usually need some kind of key code to get them to work....
Have a look at this thread it will tell you what file sizes to stay away from...
WARNING: Viruses on network you should be aware of!
You can also try checking what the file contains by using Bitzi....This thread will show you how to use it....
How to use Bitzi