A Problem Damage My Computer And Viruses

I downloaded a game and mirosoft came on and said this program could damage your computer and allow viruses and other security threats. Thinking I had my security to tight, this has happened before and I went ahead and downloaded and played the game. My problem.I can't get into the following: My Doc. My recent Doc., My music, my computer, instead I get this Windows Ex. has encounters a problem and needs to close. I have sent error reports at no avail.Also it has tied up my Trend Micro and all I get when I go to T.M. Is the game name and open file security warning on the game because of unknown publisher. I looked up that game it is Puzzle Detcetive set up application # 209KB from # 64.92-235.35. If that means any thing a blue screen?