Many times when downloading software, other programs that you are unaware of come with it. Malware writers often use the download as a way to transfer their malware into your PC.
The point here is to use caution whenever you are surfing around and visiting new websites. The Internet is like a city. Some places are safe and others are not. Unsafe places in a city have telltale indicators that you can see, but websites don't and therefore you need to treat unknown sites as if they are dangerous!
So in conclusion - an ounce of prevention is worth a pound of cure. The small amount of time and in some cases cost of installing and updating these programs is 'Nothing' compared to the time and effort it takes to restore a compromised PC or to recover your identity after it's been stolen!
Without fail - keep your antivirus and antimalware software constantly updated and active!