Scan every download?

Hi all. Sometime when I download something (documents, pictures) I see in my download folder box a quick virus scan, sometimes I do not. So I was wondering if NIS scans every single file I download?  Do some scan happen so quickly that it doesn't have time to show in the download window?

 

I'd like to download some stuff from some cool graphic / photography forums and want to make sure they are clean, is there anything else I should do to be safe?

 

Thanks.