As somebody said, it has been a lot of years without a firewall or an antivirus.
If you're not running an antivirus program, how do you know you don't have a virus? It's not like Windows has some kind of built-in warning that tells you your programs are infected. I'm not dissing you or anything, but I've seen plenty of machines where the person said "I don't have any viruses and I'm not running anti-virus". Then, once an anti-virus program was installed, it turned out they had a ton of viruses running on their machine.
As for my opinion on this matter, I'm ok with however the distributor wants to distribute their stuff. The only problem I had recently was the EditDroid/Mysterious Mysteries releases. I had no idea they all had extra content until I saw the updates in the thread. At that point I just had to download the extra stuff and burn a new DVD for each one. And I try to seed everything I get off myspleen at least 1:1 if not more.