Just installed winmx_Install-3.0-3.54b4.exe (downloaded from winmxgroup.com) and then I got a warning from Avast! Antivirus (with up-to-date virus definitions) that it had found "Win32:Adware-gen" in WinMX.exe...
Just to be sure, I've also checked with the online scanners from TrendMicro, Symantec, Panda and Kaspersky. None of them found anything suspicious in the WinMX dir, so I think it's safe to assume that Avast! just came up with a false positive.
Just wanted to inform you about the problem...