I think Ive done a dumb thing

I run WinXP and Kaspersky Internet Security I also have Spywareblaster
installed.
I was sent a rar file by a colleague. I scanned it with Kaspersky and got no
threats. Soon after I opened it, I got a warning that a file called pchealth
(helpctr.exe) was attempting to send data. I quarantined it. I then got the
message:
"Files that are required for windows have been replaced by unrecognised
versions. To maintain system stability Windows must restore the original
versions of these files". It asked me to insert CD2 (which I didn't have -
Windows came preloaded with my laptop and I don't have the CD) so (this is
the dumb part) I pressed cancel.
I am currently scanning my computer to work out whether I have infected my
laptop. Can anybody give me advice about what to do next?
Mick


.

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