These may be sold directly by vendors, distributed with magazines, sold as an addition to a book, or otherwise distributed to you. You've lost nothing but the small cost of obtaining the evaluation version and the time involved in the evaluation. The Shareware industry has an excellent track record providing products that have been checked thoroughly for viruses. Also, the compressed formats used to transmit most Shareware programs tends to offer additional protection because each compressed file comes with its own safety checksum to detect tampering. Basically, it's efficient.
Costs are generally less than for software sold through traditional channels.
Lower operating costs mean shareware authors can concentrate on writing great programs, while often charging users less. Shareware also allows authors to retain complete control. There are many good search engines where you can find and download shareware, freeware, demos, and public domain software. We have a List of these here. You'll need to check each program you wish to distribute for any distribution restrictions that the author may have placed on their software.