How do I find out this info? Need to remove a file....

I downloaded a file this morning that pertained to my firefox portable browser that I now want to remove but now can't remember the name of. Is there a way for windows to show me a log of what was downloaded or installed and when it happened? If not in Windows, what about firefox?

BTW, I use XP professional.

Thanks,
Bryan

It popped up it self. Supposedly from microsoft. I was at a video website and was using another online site to get the link for a video to download and it came up and asked if I wanted to install. Unfortuneately for me I was in a hurry and did not right down the file name before saying ok.

I am not sure if firefox initiated it or if XP did. All I know now is that I can no longer download videos from sites like break.com etc from IE or firefox using sites like Keepvid.com.

I ran Ad-aware, Ewido antispyware, Virus Keeper Pro, Avast, WinPatrol, and AVG free edition and came up with nothing but typical tracking cookies.

I found through a little experimentation that vids with links similar to

http://www.break.com/index/crane_falls_into_ocean.html work fine using keepvid.com but links like

http://my.break.com/Media/View.aspx?ContentID=193757 that start out with the Windows media player logo won't work. I can only assume that I inadvertantly loaded some form of DRM for WMP....

Bryan