How to implement virus scanning for Internet Explorer?

I need to write a tool that performs an operation (like virus scanning but more heuristic) on each file downloaded by IE (so those for which the "Save" dialog pops up).

The problem is that I have no clue where to start on this; 开发者_如何学JAVAI've read a little about BHO, but since I have no experience with COM, I'd like a working example (or some tutorial for complete noobs). Or maybe a different approach is possible?

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