Malware Help

So I was cruising youtube when my download box opened up with nothing inside. I went onto the hard drive and inside the downloads folder was a .dll file called "Findwhat.dll" I checked and it is some kind of spyware and/or malware. I am aware that OSX doesn't use dll files so I think my Mac side is safe...But what about my Windows XP Boot camp partition? Am I relatively safe? (I turned on secure empty trash and deleted the dll as soon as I saw it) Any advice would be helpful.

Thank you