Well, if you are sure that no-one else has downloaded such a file, I'd say it's possibly a virus.
Check your system using any of these programs (I reckon using all of them):
http://www.lavasoftusa.com/software/adaware/(free)

http://www.grisoft.com(good free AVG)

http://www.ewido.com(free trial which can still be used and updated after the period has ended -the best in my opinion)

http://www.ccleaner.com/download/(free)

Spybot - Search & Destroy (FREE)

If you can't get rid of it go here and get some free computer help:
http://norbiesworld.co.uk/computerhelp

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"Never Argue With An Idiot. They Will Drag You Down To Their Level, Then Beat You With Experience"