unknown file

When poking around in my files, I came across a file named "virus infected file". At the time it was in a search of application files. Later I searched for that specific file and it was not found. Days later in another search, of all files and folders in C drive, there it was again. What is it where did it come from, what should I do(if I can locate it again)? I have tried to open it and it does nothing, the same nothing when I right click it. Anyone know the info about this?
Mike

 

Do you have an antivirus program? My guess is that it is a file that the program has created to segregate infested files. You could check the antivirus program for somthing to that effect.