Yes.
No.
You should only download software which comes from a source you trust, and you should have anti-virus software running on your computer to prevent virus/worm/malware/keylogger installs.
those are lied on the programming levels of the malware developer and the protecting power of the target computer.
An Anti-Virus program might not be able to find code that was individually crafted to harm a specific person or group of persons unless it spread across the net wide enough to have found its way to the Anti-Virus vendors so they can finally give it a name and include it in their signature databases.
They can only react to known malware but to become officially known it must first cause some damage somewere.

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Is it possible to run/execute a virus or spyware or any kinda malware to infect a target pc using external DLLs? Is it safe to download and use experts or scripts which use external DLLs without being worried about security concerns?
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