Virus Masquerading as dolphin build 3661?

[NationPower]

Hi everyone, I downloaded dolphin_3661.exe following the link on this website here: http://forums.dolphin-emu.org/thread-2409.html. Without thinking, I started the .exe file. The thing is, it's only about 12kb in size. A dos box came up and I immediately got an error message and the options were "ignore" and "close". I tried twice, choosing both ignore and close. The problem is, when I went to delete the dolphin_3661.exe file, it said it could not be deleted as another program was using it! Using IsUsedBy, I saw the process using it is explorer.exe! Restarting the computer didn't allow me to delete the file, and finally I had to use Unlocker to do it. This doesn't sound good, and I'm wondering if this is a known problem for dolphin 3661, or if something may be still wrong with my computer. I appreciate any help guys thank you.