IMO there're only two types of files that are relativley safe to download from the Gnutella Network. These would be MP3's and AVI's.
AVI's because you can check them with Bitzi.
Downloading Programs, Games, and Images is a very Risky Act as you have experianced. Just Heed the Trojan Warnings and be Thankful that you have'nt become infected.
There're better means of downloading above mentioned File Types, but NOT From the Gnutella Network.