: Malware delivered this way can install keyloggers or backdoors. Watch for high CPU usage, new unauthorized applications, or browser redirects. If your folders have turned into .exe icons, your system is likely infected with a worm.

I accidentally downloaded a .exe virus file - Microsoft Q&A

: To see the true nature of files, go to your File Explorer settings and uncheck "Hide extensions for known file types." This will reveal if the file is actually an executable ( .exe ) or a script instead of a video.

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