Ignorance breeds fear:

I have found the subs at sites I’m worried about frequenting, because I don’t know their rep: Fansub.tv; Veoh.com, Mininova.org. I’m always worried about going to sites like that and meeting up with a nice trojan.

I know what you mean, Ubu. I'm the same, at least regarding the knowledge of Windows internals.

The solution to fear is a disposable computer: either a real one, or a virtual machine. Install Fedora there (it comes with SElinux enabled by default), download the .torrent file on a USB key, move it where your Azureus is, enjoy. Keep in mind though, the .torrent file and media files all can be a part of attack vectors. Can you survive the life of constant threat and not go mad?

Interestingly enough, being "legal" does not remove the danger. Remember how Sony installed rootkits. This is a point few appreciate.