Just clicked a link on steam message....

[IcEWoLF]

Meh, last night I clicked a link from a random guy, it downloaded something from google to my PC, I did not open the file, immediately deleted the file.

Rogue .SCR File Links Circulating in Steam Chat | Malwarebytes Unpacked

Should I be doing anything else? Or I should be worried that my shit just got hacked?

 

[Fasttrak]

Most likely a key logger so, hopefully you got it removed and did a full scan with an updated virus software before it captured anything.

 

[kaM]

Give Hitman Pro a scan. Will find any rootkit/trojans/etc. It should be able to find any remnants of the file. They only work if you actually run the file. Since it was a download it wasn't a force injected file like some of the web based ones.