Just received a link to download a vouch copy of LyndaDL, here's my experience on Windows 8 within a VM.

• I received an email featuring: a unique download url, a license key, and usage instructions.
• Upon downloading I received: "filename.zip is not commonly downloaded and could be dangerous" - While it makes it sound evil this warning is because within the zip file is an unknown executable, but this can be passed by clicking the small menu icon and choosing "keep"
• Extract the files to a new directory. Only two simple files, curl and LyndaDL, run LyndaDL
• Paste license key into box. I had an issue where I pasted the newline at the end of my key which cause it to fail if that happens edit your licence.key file to fix it
• Paste course url in the big textbox in center of app. Supports multiple urls, I tried 5 in one shot
• Click download
• After a few moments passed all of the video files were placed within a subfolder with the course title. In addition there was a .zip file containing all of the related course files in the case of one course I tried it was a bunch of sample javascript files.

Overall the program had no issues and did exactly "what it says on the tin" it even has fancy progress bars, status windows, and DL info such as speed, size, ETA, etc.

Minor nitpick, some of the text labels were too long for their space on my display and they overflowed beyond where I could read them. It's a minor nitpick since many applications have that problem, even "professional" software. 3840x2160 display with text scaling set to "Larger 150%"

In terms of safety I didn't notice anything overtly stand out but it very well could steal your bitcoins, my positive experience isn't a guarantee you will be safe. I tested in a VM with no wallets or other important files and I recommend you do as well. Anytime you download a file from these forums (or the internet in general) take precautions. YMMV.