Virus. Run an updated version of a virus scan. You may have to try several as some viruses will not let you run anti-virus software.
Some free ones are:
Malware Bytes and Super Anti Spyware (google those but don’t click on the paid links at the top of the google page since some malware sites pay Google to be at the top).
Let me know what happens.
If it’s an .exe file, an antivirus program won’t find it (probably).
My current Symantec and previous Macaffe anti-virus + firewall are great at blocking malware to where it is rarely an issue any more. However, when there is something that sneaks in, they are not as robust in the scan and removal compared to Malware Bytes.
It's critical to keep the anti-virus + firewall updated, use the autoupdate feature and I do a double check on this routinely by running a manual update. In addition, most if not all contemporary browsers have a built in popup blocker that is reasonably effective at blocking most (but not all) popups.