Files delete the second i finish downloading

Hello,
I seem to have a problem with my comp that i believe may be a virus. The second a finish downloading anything online (a vid, app, etc.) they are deleted instantly. I have actually watched the download bar in my dl window move up, and seen the file in the folder ive told it to dl to- then, the second it hits 100%, the file vanishes off the hdd.

Any help or ideas would be greatly appreciated.