Well, First, Run a virus scan on it, Secondly, Remove the setup, And third, Boot up in savemode, run a good (reliable) Virus scanner, And you should be set, If problems persist. You should probably just run ComboFix (if you're skilled)
Or, it is already there (the virus) and it somehow got activated when you use that file... Usually some viruses will get activated when latest download file will be on use... no idea why but I can proof this...
Altough it is just a script of codes... well LFS is actually coded too lol
If setup files had such a big security flaw like that, Scavier would have probably already noticed and fixed it/told us. In short it is impossible to execute a virus embedded in a setup.
LFS setups don't have any active code a CPU could run, it's just a bunch of numbers describing the adjustable car parameters. LFS reads then and sets the car accordingly. As long as you get your setup as a .set file, you should be perfectly safe.
If you get a setup as .exe claiming to install the setup or something, you should never ever run it unless you absolutely trust the source you got it from (and even then I don't see any reason why not to release setups as .set files).
There is a theoretical possibility to somehow circumvent the .set file to make LFS do weird things - crash being the easiest one - but that would require LFS to not check the contents of a .set file. I'm quite sure Scawen saw such an obvious security problem and made LFS make sure that a .set file contains valid data before using it.