Fake AV's have been known to lurk in "definitely OK" sites - hate the damn things so I always currently use Norton DNS as a first line of defence.
So what?
You still have to click the link in the HTML, then click "Run" or "Save", if you clicked "Save", then go and double click the file, and then click "Yes" to the UAC prompt to allow it to screw up your system.
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Zen 8000 Active