Deffinatley doesn't sound good, now we have to determine if it was because of the game file or just an MP3...It's very dangerous to download games and programs through p2p as they are usually always infected...
Just a thought you didn't by chance download that stupid urgent limewire update did you (the one that always shows up in your search results)
You definatley would have a virus and/or nasty spyware on your computer now...I'd suggest you go to one of these sites and post a Highjack this log and get your system cleaned up....
http://forums.spywareinfo.com/index.php?showtopic=79038 http://www.castlecops.com/HijackThis.html http://www.bleepingcomputer.com/