What antivirus are you running?
If you set it too sensitive it will think everyother file on your pc is a malware or a trojan or something, paticullarly stuff you get from not major sources. Hell ie9 asked if I wanted to delete alone in the dark yesterday since its not a file I normally download.
If your using something like norton and it thinks the file is a virus of course your system will get messed up because norton has thrown it into a tizzy and gunked up the works. Norton is worse for a pc than a actual virus really.
But no its highly improbable your virus came from gog. This isnt joejohnsbackwatergameplace.efv or anything, its a legitimate site thats been online for quite sometime.
After seeing you saying your running windows xp thats problem number 1 really. Your OS the highest targeted OS still being used for virus's because MS no longer supports it meaning it has a ton of unpatched holes in it and its still used by over half of pc users on the net, so its still a viable target. So really you could have picked that virus up anywhere since xp has a giant bullseye on its back everytime it connects to the internet with a kick me sign stuck on top of that.
If you ever download something and unsure about it then run it through this website.
http://www.virustotal.com/
Virustotal will upload and scan any file you want and it will check it against a dozen or more different antivirus programs and give you the results of what it found. Now if you get 2 or 3 results your still fine because a lot of times some AV's will report something like a encrypted file or anything as a virus, but if your seeing a lot in the red then just avoid that file.