Even being online at all runs that risk. See, whether you save the file to your hard drive or not, you are still downloading it; the only difference is whether you store a copy or not. If it were not that way, then you would NEVER see ANYTHING. Imagine a TV with no cable, satellite, or antenna. Imagine a smartphone in Airplane Mode.
Any transfer of data, even a simple signal telling the internet that your computer is powered on and online, could cause infection. That’s right, you don’t even need to open up a browser; you could get infected just by having an active internet connection period. Been there, done that, and boy howdy was it a bitch to disinfect! I had to not only format the drive, but nuke the MBR… four times! And all I did was tell my modem to dial in and connect!
If that sounds frightening, it isn’t really that bad. Think of how many times you’ve crossed a street and not been hit by a car. Just as looking both ways before crossing the street makes you safe, so too does having a good antivirus program. But by “trusted” I don’t mean the one with the shiniest box, and I definitely don’t mean the crapware that OEMs and ISPs consider “antivirus software”; those are like a $20 Rolux watch bought from some guy on a street corner. I use Avast!, but also used (and still trust) Avira.
As far as that particular link goes, I trust that site as much as I trust most other reputable sites. However, just because that site is safe, that doesn’t mean being online is risk-free; it just means that if you do get a virus, it won’t be from them.
@LuckyGuy Just for giggles, I ran Fluther through that WOT site; it scored Excellent on both. Oh, and if you ever install WinXP on an oldbox, disable the Messenger service before connecting to anything. That was the vector for the infection I had that corrupted multiple virgin installs.