First,
create a system restore point.
Then, install the software you need to install to download your file.
Now, download your file.
Next, uninstall the untrusted software.
Do a system restore,
only if necessary.
I think that the Alexa Toolbar has an unfairly bad reputation. Yes, it collects data and sends it to Alexa, but it is very honest about how and why it does that.