Malware issue

Hello,
ive downloaded a game name war rock.. and ive succesfully install it.. but when i try to run it suddenly a threat appears,,, a malware... and my avg identity ask me if i allow it or quarantine,,, i choose to quarantine it and then i see the report of avg .. it says that 1 file has been deleted and 4 killed process... and then i RESTORE the files and then it propmted that ALL FILES ARE RESTORED IN MY PC... my question is this... does the virus malware have been removed on my pc? this is confussing.. pls reply tnx