Virus-probability in video-files

Hello,

I would like to download a video-file (.mkv seemingly) from an unknown source. However, I'm scared of catching a virus.

Therefore I would like to know what risk I would be taking by downloading such a file onto my computer which has Norton 360 installed.

Can I download that file? Can I download such files in general? Is there any risk at all? If so, how serious is it?

Thanks in advance!