No AV on your computer at all? Did you run the on-line scan with the thumb drive installed?
Kaspersky offers perhaps one of the best on-line scanners:
http://www.kaspersky.com/virusscanner It's slow but good.
I suggest you then download and install Avast! (one I use) or AVG. Both are free and bother are very good. Avast will run a detailed scan as part of the install.
Sorry, can't offer more advice than that. Good luck Pete!