Download and install either
Web Of Trust (WOT) or
McAfee SiteAdvisor to determine if a site is trustworthy/safe or not.
Most Anti-Virus scanner software come with Real Time Protection, which means that they scan files entering and leaving the system constantly, and can scan non-Password Protected archives. But if you open a password protected file and launch a file in there, it'll be scanned with Real Time Protection
NOTE: Not all security vendors offer Real Time Protection. It is a good feature to have with an Anti-Virus