Rename dialogue box popping continuosly

I downloaded a zip file containing a release folder for a windows game (Pokemon3d from pokemonlog.com). As usual it was going to take some time to start so I was using my browser while it started. I had some 7 tabs open and when I opened another 2 tabs, the desktop started lagging a lot. I went back to the thunar instance with the folder open. I went one directory up and the rename dialogue for the Release folder came up. After clicking cancel it would reappear. Even after cross button, it would re appear. I just deleted the folder and the zip altogether.
Is it possible that it was a virus or it was just some bug or my system was just under pressure. Note that I was also running a virtual box to install a VM, so maybe it was also hogging system.

Maybe I'm just being paranoid about it but is it possible that it was some sort of virus or just an overloaded system by virtual machine and a lot of browser tabs

It is far more likely that this was a bug due to the VM, browser and game all at one time.
If in doubt you can use ClamAV and RKHunter to get some peace of mind.