Normaly those crack sites now include some spyware bundled with the keygen or crack. So when you run it you auto install the spyware/adware with the keygen or crack you want.
What i'm doing is just open that exe file from WinRAR. It's created as a self extracting archive file which auto runs the spyware/adware when you double click on it. When you open it in WinRAR you can check inside of that archive. Most probably you can find a file called “run” or same kinda meaning. it's the spyware/adware/virus. Just leave it and copy only the keygen file from the archive. If you unsure check extracted file from any anti virus program.
Then it'll be fine, you get only the keygen or crack. No spyware or virus!
Mostly that exe called “run” inside the archive contains the spyware/adware/virus.