What was it that you downloaded ?
If you think its a virus then you can submit it to Symantec using the instructions below.
http://service1.symantec.com/SUPPORT...615501348?Open
There are plenty of .exe files that just pop up and disapear. most to do with extraction of files and things like that. I have had a few programs (mods and such) that act in a similar way.
If you give me the website you downloaded the software from I can have a look.