I think he means to stream content instead of downloading it. Not entirely foolproof, however, since nasties can still download in the background. The best way to avoid acquiring malware and viruses is:
1. Don't visit dodgy sites - this includes any warez sites, and pretty much any "free" porn sites (sorry).
2. Don't use warez. Seriously - cracked software is not only illegal, it's also almost always carrying piggybackers, especially keyloggers. Apart from everyone's favourite cracked copy of the latest Photoshop, this also includes disk mounting software and any other software designed to circumvent DRM and copy protection. This stuff isn't coded by nice people, and it's not distributed by nice people. Don't be a cheap asshole - buy software.
3. Disable autorun - lots of malware propagates via flash disks. If autorun is enabled, malware can execute itself the moment an infected flash disk is introduced to the system.
4. Don't download torrents. You don't know where they've been.
5. Use a firewall and AV application
always.
AVG is popular, reputable, and reasonably reliable.