I’ve tried several times to downloaded an exe file from a p2p but Avast sees the file above as a worm. Are all those exe files really infected or is it something within an exe that Avast sees as a problem?
Hi and welcome Cookie00,
The file in question may well be a false positive.You are free to ignore that Avast! is giving you an informed opinion. What you do with that information is up to you . Worms are not to be taken lightly . At the risk of getting an infection that may not only bring your system down but everyone in your mailing list as well. If you choose to go ahead then you can scan the file at http://virusscan.jotti.org/ where several AV products can give you an other opinion. 
There really isn’t enough information to hazard a guess. P2P is potentially a high rise transfer anyway. The exe file could be an archive or a single executable file, so it could be something inside the exe or the exe file its self.
You don’t say what the exe file is that you are trying to download or what it is meant to do. Perhaps it would be better to find an alternative.
The number of time you try to download it won’t really matter if the source is infected or you keep trying to download it from the same host.