Don't be stupid

Or alternatively: how to collect malware samples from the file sharing networks:

1. Be sure that you know what you are doing! These are real, dangerous files (mostly Adware and Spyware).
2. Get yourself a decent, open source, spyware, adware free multi network client (if you are on Windows)
3. Search for anything. Be sure to select Any file type
4. Look for results which are small (less than 500 KB usually) and are executable or archive (which usually contains an executable). Sometime you will also find results which are obviously not related to anything you searched for (like K Lite Gold - Brand New P2P Program Promote this new P2P program, the next big thing 75% for you.zip) or very short movies
5. Take care! If you do happen to download these files, be sure to submit them to Virustotal, which distributes the samples to the AV companies so that they can update their engines.