Yes the game is 100% safe to download and is free of backdoors, trojans, spyware and botnets. However you will have to download and install Windows and I would recommend that you use an antivirus during all stages of the game.
DO NOT DISABLE YOUR ANTIVIRUS AT STAGE 7 EVEN THOUGH IT ASKS YOU TO. I HAVE NOT TESTED THE GAME UNDER THIS CONFIGURATION AND CANNOT GUARANTEE THAT YOUR COMPUTER WILL BE VIRUS-FREE BY THE END OF THE GAME.
YES this post is on the COMPUTER GAMING board so you will need a COMPUTER to play it. You will also need to install WINDOWS XP OR NEWER on your computer to play this game. I would not recommend playing this game on your Nintendo DSi even if you have installed Windows on it. Again, this game is only supported on WINDOWS WITH ANTIVIRUS ENABLED.
Yes I have done so many times and it is in fact a very common hack to install Windows Embedded on your Nintendo DSi. However you will need to open the casing on your DSi and also some soldering may be required depending on the board version (You have to short out the DRM chip). After that you can run SOME but not ALL games (Not Shadow of Shrek)
To be 100% CLEAR you CANNOT run SHADOW OF SHREK on your NINTENDO DSi EVEN IF WINDOWS IS INSTALLED ON IT. I HAVE TESTED IT AND IT DOES NOT WORK.
A DRM is a Diode for Removing Microsoft. It is a low-level feature in your DSi's board architecture that prevents you from installing Microsoft™ products on your DSi. This is done to prevent licensing impositions from Microsoft.
If you remove the chip you will still be able to play your old DSi games but only after installing Nintendo on your DSi once again. There is unfortunately not enough space on your RAM to run both Nintendo and WIndows Embedded.
You will be able to play Depression Quest but not all games are supported on the DSi that you can get from Steam. Some games like Counter Strike and Kerbal Space Program are not supported. There is not enough room on your graphics chip to handle these games.