Why is it dangerous to download software from unknown sources?

I can't imagine a company where employees don't download small software either for their personal use or for completing tasks assigned.

But how dangerous is to download software from unknown sources?

Actually it is dangerous and big companies with IT security departments strongly prohibit this. We are trying to make our clients on network maintenance contracts understand this risk and also prohibit software download for employees without prior approval.
Well, it is not a popular measure but what is popular for users among security measures? :)

The reason is the software could be tampered. In other words there are guys out there who take a known software, add a piece of spyware like a key logger and repack the software and then offer it free on a peer to peer network.
You install that and suddenly all you type on your computer will be sent to those guys who packed the software for you... Everything, including your password from the on-line banking, your e-mail password, etc. How does this sound to you?