If you're wondering whether a file is malware then you could upload it to VirusTotal.com, where it'll be scanned with more than 40 of the best antivirus tools - GData, Kaspersky, Avira, AVG, they're all here - and the results displayed.
Uploading can take time, though, especially with larger files. And so you may prefer to use VirusTotal Scanner, which calculates a hash (a digital fingerprint) for the file and sends that to VirusTotal.com instead, for a near instant verdict.
The program is extremely easy to use. There's no installation required; just choose your file, click the "VirusTotal Scan" button and you'll get the usual verdict almost immediately.
Hopefully you'll be told "0/41" - no-one has detected malware - but if there is a problem then you'll be able to scroll down and see who is raising an alert.
You do need to be careful how you interpret these results, of course. Checking a file with so many antivirus tools increases the chance of detecting a threat, but it also means you're much more likely to encounter false alarms.
If you find a brand new tool from a trusted site such as NirSoft is rated as dangerous by 3 or 4 tools, then, it's likely that this is simply a mistake.
But if you're not 100% sure about the file's source then of course it's safer to simply delete it for now (or move it somewhere safe). If it's a program you really want to try, scan it again a week or so later and see if the site can give you a more unanimous verdict.