The one thing that is a constant no matter what computer system you use is that you are always going to have deal with files. It does not matter if the files are Word documents or if the files are of the MP3 variety, you are still going to have to deal with files at some point and time. And the sad part is that most end users do not even know that they are dealing with files. They have no idea on how the concept of a file works. They tend to think of them as something of a physical entity and not just the ones and zeros that the rest of the computer is.
And this is why the bad guys are able to flood the internet with fake files that can harm your computer. When a bad guy wants to install a virus or a Trojan on your computer, there is no better way to do that than by having you do it yourself. And the best way to get this done is by having you think that you are installing something that you really want. For example, they will hide a file by making it look like a popular MP3 that you are able to download. When you download the file and click on it, your computer will be exposed to a bug. If the bug is good enough you will not even know that it is there. You will just think that the file does not work and you will erase it just like you would any other file that you do not want.
The fake file phenomenon is so rampant on the internet that even the so called good guys will use them. There are a lot of companies out there that try to stop people from pirating their goods by putting out fake files. They hope that they can discourage people from trying to download the real files by overloading the system with fake files.
If you are an end user, it will help you stay safer on the internet if you learned a little bit about how files really work. At the very least you should turn on the file extension setting in Windows so that you can see what type of files you are dealing with. If it is supposed to be an MP3 but it is really an .exe you should probably stay away from it.