You should really have an antivirus. There are several free versions that are supposed to be quite good, or you can usually get something like Norton pretty cheap on Boxing Day (~$20), depending on your operating system. If you're using Windows you should probably also install something like Malwarebytes (http://www.malwarebytes.org). I think the free version allows you to manually scan your computer for issues, while the paid version has real time protection. It's also not a bad idea to scan with Microsoft Security Essentials on occasion either.
I don't know how safe the streaming sites are (I don't use them myself). Any time a site asks you to install something there's definitely a risk, especially if the site isn't legal.