Nothing else? Hmm. That's odd. From the sound of things, you might be infected with the Genieo malware
(that link describes how to see and remove it if you are), but it should show up as a browser extension in Safari.
Another possibility is you've been infected with DNSchanger. If you go to System Preferences, click Network, click on however you access the Internet, and click Advanced, and click DNS, what do you see listed for DNS Servers?
When you downloaded this movie, can you describe step by step what happened next? Did you see a dialog telling you that you had to install movie player software? Did you see something asking you to type your administrator password?