Porno ?virus?

The other day I was surfing around and downloaded what I thought was .mpeg (porno style). As a habit, I put it into my down load file, and forgot about it. Today, after down loading a prog, I wanted, I found it and just to see what I had downloaded(after scanning it with Mcafee). The bloody thing attempted to access the internet and I assume down load something else. My firewall stopped it. It also replicated itself to my program files and put a shortcut on my desktop.
I deleted it, and ran a complete scan on the system, but found nothing.
Not considering this to be a real security question, but more of a 'stupid move' one, I put this here.
Anyone know anything about a prog like this.

Well, I hope you learned your lesson ;)

It's not really a virus, just an annoying program. My guess is that it was going to access the internet (or often, programs like this will simply place an extremely long-distance call) to connect to another host, yes, to download something else, the actual porn show (usually). But here's the catch: now is the time that you have to pay. Once connected, in order to download the images, you'll be prompted for a CC#. And as for the replications: The more copies you have, the more likely you'll give in and pay... or so thinks the porn industry.

*sigh* Such high-tech sin.

Thanks PhirePhreak
As I said it was a 'stupid move' type thing.....lol. My only concern was, that I had never seen anything like that replicate itself before.