What specifically is Norton saying about the site? You could show her the http://www.siteadvisor.com/sites/elderscrolls.com of www.elderscrolls.com, which finds no problems, tested all on-site downloads and found no issues (that includes the Arena and Daggerfall downloads), and tested all links and found no issues either. You might also suggest that, if professional computer games (which are multi-million-dollar business investments) actually came with viruses, they would cease to make money and the industry would not exist as a business.
The only possible thing I'd hesitate on is that users do mention when the forum was hacked way back when (despite that it hasn't happened since 2006), and that might turn into ammunition against the forums. But still, McAfee is just as reputable (if not moreso, IMO) as Norton regarding computer protection and internet security, and they give elderscrolls.com a clean bill of health.
From what I can tell, jucheck.exe is probably a Java Updater for your computer's Java library (not connected to gaming), in which case it's fine. But I'd scan just in case.