First off you should be running some kind of reputable antivirus software.
If you want there is a very good free AntiVirus program called AVG that is distributed by Grisoft on this web site: AVG Free - Download antivirus and antispyware software for Windows XP and Vista
Make sure all it's virus signature definitions are up to date (this should happen automatically during installation) and scan you whole computer for viruses or trojan horse files. This software should also quarantine or remove any malware you downloaded by mistake and leave your computer in a much better state than it was.
After running this software try your computer and if the corrupt file is still present try to delete it and empty your trash can.
Then report back here as to whether the results were good or otherwise.