What should I do to make sure I don't receive unwanted programs with my downloads?

Uncheck the boxes before you install. Lots of helpful apps out there give you the option of installing search toolbars and other add-ons--and some of them are so pushy about being helpful that their installers are configured to install the uninvited extras unless you check a box saying you don't want them. Not only is each add-on another thing that your PC needs to load, but you have no idea what kind of data it could be sending out. They come bundled with the app because they make money for the app developer, not because they're particularly useful. So take a close look at what you're installing before you click Install--and in return, the installer won't change your search engine or install apps you don't need.