There are lots of file types that can be responsible for the spread of viruses through P2P networks like KaZaA. You should do a web search to find out more about them.

Some of the more common files that can be used to infect your system with malicious code are as follows:

.scr
.vbs
.jpg.exe
.jpg.vbs
.avi.exe
.avi.vbs
.mp3.exe
.mp3.vbs
-fulldownloader
3-fulldwnloader
-full-downloader
.url
.sys
.ini
.xml
.vbs
.js
.bat
.eml
.dbx

This is in addition to the obvious .exe