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[–] noblefool 0 points 1 point (+1|-0) ago 

no downloaded file is executable unless you set it to be executable

I love chmod.

I think Windows machines get infected mostly because downloaded files are allowed to run when double-clicked or something

Actually it's all about execution context and privileges. In Linux, almost nothing runs with elevated privileges. You have to actually give it explicit instructions to elevate privileges. In Windows, everything runs with the highest available level of privileges, and thus is far easier to compromise.