I'm looking for an application that will raise red flags, send off alarms, and whatever when something is trying to be installed from the internet.

The reason I ask - I'm refurbishing a laptop for someone who isn't savvy at all. When he tries to download AVG - he goes too far - he clicks on ads which can install malicious software, etc.. I want him to be notified that this is happening, when it does.

Suggestions?