There is some web news at the moment about a security issue with surfing the net with Safari on OSX – essentially, someone can make a program that you can click and download automatically which will run some code on your mac, potentially causing trouble.
You are unlikely to ever come across it, but to be on the safe side, do the following:
1. Open Safari;
2. Select Preferences from the Safari menu;
3. In the ‘General’ tab, UNCHECK the box next to ‘Open safe files after downloading’;
This will make sure that nothing you download from the net can ever run without you specifically asking it to, which is, in general, a better way to do things anyway (apps have always been able to disguise themselves)!