Downloaded Open Close cd.exe File Causes Hangs and Loops in my Computer

I have a downloaded a file with an .exe connected to it and it seems to be causing me a lot of trouble these days. I’m not pretty sure though if this is the culprit or if other files are causing this on my computer. The file’s full name is open close cd.exe download which I think came from a pop-up advertisement. My computer kept on hanging and restarting over and over. I have tried deleting this but it deleted my other files with it. Could that be possible? Help!
