Use reputable sites that allow you to paste a list and check them in your browser without downloading software.

Many "free" proxy tools are wrappers for RedLine or Lumma Stealers, which exfiltrate your browser passwords, crypto wallets, and session cookies.

The .exe inside the zip may give an attacker full control over your computer.

Files delivered as .zip archives from unverified sources (like GitHub repositories with no history, Telegram channels, or "cracking" forums) are high-risk:

Automatically crawls websites, forums, and public APIs to find lists of IP addresses and ports used for proxying.

Before opening, upload the file to VirusTotal to check for known signatures.