Walmart tries to weed out potential thieves, but you're still going to find some pocketing money out of the cash register. Apple tries to weed out defective devices, but iPods are still RMAed. The police try to maintain the peace, but people do get hurt. Unfortunately no one is perfect and there will always be mistakes and oversights. The goal is to minimize the flaws and correct them whenever possible.
In the case of Cnet, the downloads on download.com are scanned for malware and guaranteed safe. However, the program could be infected with a virus that has not been seen before, or the author could insert malware after it is reviewed by Cnet. It's not very often that something slips by, but when that happens the download is removed from the site as soon as it's discovered/reported. Personally, I believe some security is better than none and consider it far safer than something you just happened across on the web. Then again, some would rather not have police in NYC at all. To each his own.
As for the advertisers, those in the banner ads are reviewed individually by members of the Cnet advertising department and approved, so chances are slim that they are illegitimate or dangerous. (Again, something may slip through, but it's rare.)
The Google Syndication ads, which constitute most of the text-based adverts, on the other hand, are not reviewed by Cnet, only filtered by content-scanning software. There have been numerous scams spotted there, and while those reported were removed it continues to be a sore spot. My advice is to ignore those ads altogether until a more effective solution can be worked out. (It may get worse before it gets better, as Google just announced its plans to buy out DoubleClick, another advertising company known for its invasive tactics.)
John