I just looked up some old threads about Trojans to see (and to be more aware of them).
The one I mentioned was obvious, asking me to install flash player when I already have it in order to view a video. Not to mention it was a bot that messaged me, I didn't mean to click it, but my aim was way off.
Other ones can be more tricky, apparently there was one in pirated versions of iWork (from torrents), and it was packaged with iWork as a file called "iservices.pkg" or something like that. You would never know that that file was malicious, and it would install upon iWork asking for the admin password like most programs do.
There was also an Adobe Photoshop CS4 trojan, but I'm not sure what that one did or was like, there didn't seem to be much on it. I'd assume it was packaged with photoshop or with the keygen, and again, ran upon asking for the admin password.
You can never be too safe, so make sure programs are trusted. I often search the forums to see people's reviews of programs using Mroogle. Type in what you're looking for, and you'll see any relating threads. For example, type in screen recording, you'll probably find some threads on software people use, which is how I found Snapz Pro X.