Download Software To A Safe Area

Issue:
You are looking for a free program to do a task, like convert a sound file, but you want to avoid downloading some nasty malware in the process.

Quick/Visual/Learning:
http://sandboxie.com/ Get a free program here that will allow you to capture and download information into a temporary sandbox. When you are done you close the sandbox and nothing gets written to your hard drive or registry. A pay version of the program allows you to do some extra stuff like automatically launch a sandbox each time you open a browser.