i'm totally clueless when it comes to viruses & stuff

so i tried to play some wma files i downloaded w/ limewire's player, but it wasnt working, so i copied them to musicmatch jukebox & they worked just fine, but i dont know if i have any anti-spyware/virus protection thingies....(let alone how to use them)....is it possible that i've wrecked my computer?

btw, what's adware?