Suggest you ask this question in the offers section and be specific about the particular program you are considering downloading. If others have downloaded it and had or not had problems, they will let you know.
Yes, some downloads can cause problems with your computer. Your objective is to find the ones that others have downloaded and not had any problems. Your security program might help you to some extent, but all the time.
You shouldn't have any problem with the FC Toolbar -- if you don't mind having a toolbar at the top of each of your windows. There have been plenty of FC users who have downloaded it and had success with it.