Downloaded a .mp3 that was really a .asf file, it caused a windows media error and redirected to a site???

wmp played the file anyway because it has an asf decoder then errored and an ie window popped up at which time i killed my connection.. in my *nix system though, i was able to determin the file is an asf that is 1 second long. any idea what kind of virus/spyware trouble i got?