Scary baffling bug

I haven't a clue what's going on here. I've recently vanquished (or thought I vanquished) a virus but it's led to the curious effect of moving all of the jpegs from my music (the ones that show up on Media Player when you choose to show the album art when playing) out into the 'My Music' folder. This obviously wouldn't be too much of a problem if it were not for the fact that attemts to delete the files resulted in an error message saying that this was a system file and could not be removed without damaging my programs or my computer.

Does anyone have any idea what's going on and what I can do to stop this?