I think when working with P2P, the most important piece of protection is doing it using a virtualizer. I use Returnil to virtualize the system partition, and I use the security programs as detectors.
After I download a file, I always open it or try to execute it. If the resident modules of avast! do not detect anything, I scan the file with MBAM and SUPER. If they do not report anything, I suppose the files are clean.
If malware is detected (as it happens frequently) I immediately delete the downloaded files and reboot. I do not waste any time trying the clean the system.