there are 3 types of users
1. know that the ads are payed ads and will stay away from them no matter what
2. seem to think an ad is a link to somewhere that the page is suggesting you go, and they will click away and go to any scam sites they see
3. are generally cautious, however if they find out something is OK and legitimate then they will keep doing it
1 there's no need to worry about
2. will click away at them, and they are lucky if they actually and on a real page every now and then
3. these are the ones that have been taught by banks to fall for scams, these are the sort of people who normally wouldn't click that link in an email and enter their bank details, but banks actually send real emails telling them to do it, so they think it's perfectly OK to do it... these are the people who if you give them ads to actual free downloads will probably end up getting scammed more in future (although at least they'll have winmx... lol)
for those people, at the very least you'd have to set up another website just for it and make it awkward just so they don't get too comfortable thinking you just click and ad and get it - for example a dummy 10 page registration form (doesn't need to do anything except demand it gets filled in) - so they still think of the ad as bad and still has the scam site thing about it, but without actually scamming them