Never downloaded a programme before.
When downloading *N*D*D I get a trojan warning. Can this be ignored.

It is Highly Recommened that you DON'T Download Programs With LW as 99% are Fake or Corrupt. I would suggest doing the following. IMO, MP3's and AVI's are about the Only Files that are relatively safe to download.
Torrents would be a better option for what you're trying to do.

Go to Tools > Options > Filter > Keywords and then add these file extensions: .wma, .exe, .rar, .html, .com, .zip, .mov. Be sure to click Apply and O.K. There are a ton of fake and corrupt files with these extensions.

WARNING: Viruses on network you should be aware of! (click on blue link).

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I Don't Suffer From Insanity, I Enjoy Every Minute of it

Thanks for the quick response.
My question may have sounded stupid, it's just that in the past I've bought software from computer fairs and got a similar mesage with those.
I assumed it was because they were .exe files and was advised to ignore it and install.

Fuyg

Rule of thumb would: You download a copyrighted piece of software of the Gnutella network and your AntiVirus freaks out, it's usually not a good thing.

Of course it depends on if you malware protection is any good, but I would say there is a 99% chance that it is malicious. Also since it is against the rules to ask for help here regarding how to use illegally downloaded copyright material, there is really no point in continuing this.