Yeah, the download is a .zip file which is just a compressed folder. It does not have the ability to do what you say. If it's brand new Windows, it should look like a folder with a zipper up it.
This means you have somehow downloaded something else. Very odd on a new computer.
As already suggested, I would get "Adaware" and "Spybot: search and destroy" and run one after the other. They are free online. That should get rid of most things. And run your virus scanner too. Most new computers come with one.
Let us know if you still have problems
