The original question was "Should I be concerned for Viruses when I download through Steam?"
I believe the correct answer is to ALWAYS be concerned when downloading ANY software from ANY source. Always assume the download could contain a virus (whether intentional or not).
Now, that being said... Steam is a very popular platform for a large community of gamers and I am certain they would do as much as they can to properly vet new games and their developers. But there's only so much they can do and, ultimately, the responsibility of securing your machine is yours alone. When something suspicious pops up, it's your duty to research it before allowing it onto your machine.
You've done the right thing. You've asked for help. You can also Google the "virus" that is flagged and see what it might be. Just be aware that because something SAYS it is one thing, doesn't mean it actually is. A flag that turns out to be a "false positive" on your search could actually be a true virus that is just named after what is now commonly assumed to be a false positive.
Crafty little buggers, aren't they?