There could be high chances that the mining software which you intend to download might contain some sort of malware or spyware. The problem with many mining software is that windows gives a warning when you download any mining software and this makes it really hard to distinguish between a software that is clean and a software that indeed has some soft of malware or spyware. The best way to deal with this problem is to download softwares from reliable sources that are quite popular. For example, people would like to download mining softwares from Miner Gate because they are a well-known company.