...you need to do it in Safe Mode. Some viruses have a way of hiding themselves in normal mode. So if you haven't checked in Safe Mode do that. If that doesn't fix it, you need to give the name of the file you downloaded and the name of whatever it is that keeps coming back, what version of Windows you have, and what other changes you made prior to this problem. I assume you're keeping Norton up to date, right?
I Have windows 8 HP
I Downloaded a game (may be virus)
Malware bytes,And Norton did not pick it up
When i downloaded it,it opened CMD And pressed something really fast.When i delete and and empty recycle bin it comes back and in it,it has "My Documents"