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There are a number of ways to run your network security appliance through it's paces. It's not best practice to actually attempt to infect computers with Mal-ware or a virus, so to facilitate this need, it's best to download a test file that would throw the same signature as an actual piece of Mal-ware infected software. The European Expert Group for IT-Security has a file on their website here that you can attempt to download to see if your antivirus software locally detects it, or ideally at your network perimeter.