Yesterday my Norton Internet Security started reporting Trojan.ADH.2 in the guiminer-scrypt_win32_binaries_v0.02\cgminer\cgminer.exe 
So, I made a small research. I downloaded all currently available binaries from the cgminer's distribution site http://ck.kolivas.org/apps/cgminer and checked them against Dr.Web online scanner, Norton Internet Security and Microsoft Security Essentials.

Here are my results:

file	MD5	Dr.Web online scanner (records:3841735)	Norton Internet Security (definitions version 20130412.006)	MS Security Essentials (definition: 1.147.1650.0)
cgminer-2.10.0-win32\cgminer.exe	8a877908c8dd8586651ce9b67b70e1d4	Clean	Clean	Clean
cgminer-2.10.1-win32\cgminer.exe	af60f0da905591f0a3eb6167f27d7228	Clean	Clean	Clean
cgminer-2.10.2-win32\cgminer.exe	08fa1a5b4870e7d1ec7482fdfb1a54c3	contains an intrusion tool Tool.BtcMine.73	Clean	Clean
cgminer-2.10.3-win32\cgminer.exe	a1d392aeb8eaa3571f009f53cb6b743f	contains an intrusion tool Tool.BtcMine.81	Clean	Clean
cgminer-2.10.4-win32\cgminer.exe	cdbb2d86ac108d86dc9ee673ba18d424	Clean	Clean	Clean
cgminer-2.10.5-win32\cgminer.exe	61d0fdbddb8763b79054001f591d071a	contains an intrusion tool Tool.BtcMine.82	Trojan.ADH.2	Clean
cgminer-2.11.0-win32\cgminer.exe	fc4301342f941a6c3309965f850a0c78	infected with Trojan.BtcMine.67	Clean	Clean
cgminer-2.11.1-win32\cgminer.exe	f899dc08f4255fc9454886886669c5a8	Clean	Clean	Clean
cgminer-2.11.2-win32\cgminer.exe	48fbb86864a6112672238905dc0e90cb	contains an intrusion tool Tool.BtcMine.87	Trojan.ADH.2	Clean
cgminer-2.11.3-win32\cgminer.exe	3b583432257425f4b57daf9c39a8675d	infected with Trojan.BtcMine.76	Clean	Clean
cgminer-2.11.4-win32\cgminer.exe	eedf9d5b3f2ccf830b4fb0e4c1631cbe	Clean	Trojan.ADH.2	Clean

It will be nice to hear from author about origins of these threats.