Trouble with Napster

Hello,
For nearly one week, I have had trouble previewing tracks on my Napster service. I contacted them about it, and after two days I got a generic troubleshooting list of options to try. One of them was this,

I chose open, the file downloaded to what I gather was a temporary folder, and I was presented with what the intent of this program was. After reading this, I decided to not continue with the installation and cancelled. A message appeared that I would not be able to play any of the purchased tracks until I continued with the installation.

Well, I re-opened Napster and despite the warning, I was able to play already purchased tracks. The original problem still exists, though.

My question is this. Being that I opened this file type, but cancelled the installation after the download completed, could this result in having a rogue exe file on the computer that could cause any problems later on? I searched the computer for any comparable file, and the only thing I found was this,

DRM_RESET[1].EXE-0D08EFFA.pf

This file is in C:\Windows\Prefetch and it is a 41 kb PF file. I have tried shredding this file several times, but even though the shredder says it completed the operation, the file returns in following searches. The date and time of the file correlate to when I opened the DRM file. Should I be worried about this file or anything else that I did?

Thanks for any assistance you can provide.