If you verify the ISO is valid (do the verification on another box as well to be sure), validate the write of the ISO to media (you didn't mention any release so this step maybe automatically done for you and you can see results; or may require additional step) you should okay if you didn't skip any steps.
grab Lubuntu from a legitimate web site?
In order to install Windows on your SSD, you need to delete all the previous system partitions installed on it.
On the Windows USB stick, you need to go to the Custom/Advanced install option and there, delete all the partitions on your system (Warning: It will destroy all of your data from it), then create a new partition and install Windows on it.
how are you doing?
From what I understand it is very unlikely that you would get a virus from a bootable usb drive on your Linux installation.
You see, if the malware was coded for Windows, it is unlikely to work on Linux, because viruses are coded to act on a specific system.
As for being illegal, I don't think you're going to get in trouble for using a ...