A file disappeared from my desktop on my computer?

[Isaac]

I was transferring my music from the app mymedia on my ipod. I downloaded a couple songs but when the transfer was over, the folder disappeared. I have no idea where it went and I think it has a virus connected to it. My keyboard is lagging while I play minecraft and a link showed up when I clicked on facebooks home button asking me if I wanted to download a file, something like download.html, and i think that folder is the cause of all this. Any help is greatly appreciated, thanks!