Running strange software grabbed from unknown sources will never not be a risky proposition.

Uploading the .exe you just grabbed to virustotal and getting the all clear can indicate two very different things: It's either actually safe, or it hasn't yet been detected as malware.

You should expect that malware writers had already uploaded some variant of their work to virustotal before seeding it to ensure maximum impact.
Getting happy results from virustotal could simply mean the malware author simply tweaked their work until they saw those same results.

Notice I said "yet" above. Malware tends to eventually get flagged as such, even when it has a headstart of not being recognized correctly.
You can use that to somewhat lower the odds of getting infected, by waiting. Don't grab the latest crack that just dropped for the hottest game or whatever.
Wait a few weeks. Let other people get infected first and have antiviruses DBs recognize a new malware. Then maybe give it a shot.

And of course, the notion that keygens will often be flagged as "bad" software by unhelpful antivirus just further muddies the waters since it teaches you to ignore or altogether disable your antivirus in one of the most risky situation you'll put yourself into.

Let's be clear: There's nothing safe about any of this, and if you do this on a computer that has access to anything you wouldn't want to lose, you are living dangerously indeed.