It certainly sounds like a virus to me, especially if it was an .exe file (which is an executable file, similar to a legitimate program one would install. One has to open and run it.)

Anytime your browser settings change without you physically making the changes, you should suspect a virus. It could also just be due to a toolbar extension that was installed, that isn't actually a virus, but many toolbars will change your start page to theirs). In any case, it's always good to check it out anyway. Since what your system found was an .exe file, it was probably something you downloaded in the past. Or if anyone else uses your PC, someone else could have downloaded it. Just because it was downloaded, that doesn't mean it was downloaded knowingly. It could have been disguised as something else. Or you might have went to a website that was hijacked that directed you to some link that downloaded it, or it could have been a fake website that was disguised as the real one. There are many ways that it could happen.

It's good that your antivirus removed it, but if I were you, I would do some additional online virus scans to see if there is anything else that might be found. Not every antivirus will find every issue. I know TrendMicro and BitDefender have online virus scanners, and I'm sure there are plenty others.

Sometimes when you get a virus, it prevents you from even running an antivirus program. It could prevent it from installing a new one, or running online virus scanners, it can hide your system restore and control that you can't do anything. So it is always good to get a USB flash drive and install some antivirus, virus scanners, and other programs that can remove viruses onto it.....that way if your PC is stuck and unable to do anything, you can just plug in the flash drive, and run programs and scans from it. You can even put portable apps onto it, such as portable browsers, etc.