I understand that sharing video, photos, documents etc. is relatively safe because the data is not executed in the processor as instructions. How come people are willing to download and install pirated software though? How can one be confident that it does not contain malicious addons? Are people just don’t know the risks? Or are there protection mechanisms that I am missing? I mean since the software is usually cracked there is not much use in comparing checksums with the originals, is it?
Long story short.
Basically the same stuff you should be doing with all software.
Edit for firewall clarification.