From your description, it was an already-existing infection that triggered when you hit the video, assuming it's not a 'false positive' from your AV program, that is. There's all sorts of 'download helpers' available, some good, some bad. I use one with FireFox. Some are malware or trojans, which may be what you have.
I'm getting WAY too many search hits on 'Downloader.Agent', about 117,000 to be exact. Which AV program are you running? or do you know the actual name of the file it's complaining about? It's bound to be in your IE temp files area, something like this:
C:\Documents and Settings\<your profile>\Local Settings\Temporary Internet Files\Content.IE5\<random crap>\(some probably random filename.exe)
the file name might not help, but it may help to identify the sucker if it's not a random string of garbage.
I'm taking a wild-assed guess that you're running IE and not FireFox.
just clearing the IE cache might get rid of it if you're lucky, but it's probably hanging in there somewhere as a BHO (browser helper object) as well, and we need to break that link first or Windoze won't let you delete it.
Grab a copy of HijackThis! from here:
http://www.spywareinfo.com/~merijn/programs.php and then run it with the 'Do a system scan and save a logfile' option. PM or mail it to me (don't post it in the open here!) and we'll look from there.
BTW, there's a real good self-help WIKI here:
http://wiki.castlecops.com/ I've been a (mostly silent) member of CastleCops for 4 or 5 years now, still doin' my part in the background to help keep people safe.