I have to agree with Gullible Jones. I've just recently spent an evening clean my parents computer after one of my sisters download Kazaa. It not only downloaded a number of mall and spyware applications, one those brought in a number of trojans. While most of them were easily removable, it required me to download multilpe cleaning tools specifically built for many of the applications and lots of work in DOS mode to manual clean directories.
While programs like Kazaa may not intentionaly insert malicious code, they don't perform rigid testing of co-applications from sponsors code they include. Also, being a music writer, I can't say I really approve of using these type of programs - my 2 cents of the day.
