Sorry, we can't give any advice on p2p file sharing or illegal activities like cracks and pirate software, but to answer your question, malicious code is where the person cracking the software inserts lines of code that can spy on your activities, steal your personal details, destroy your data, turn your computer into a zombie for other file sharers, etc. It's not worth taking the risk for the price of a game, even if you scan the files.
Buy the original C&C Generals and install it, then install the expansion pack, and you'll be fine.
£2.40 from
Amazon