You should not (have) install(ed) the software for sure.
Now, is the file corrupt even when you try to open it right away? Or do you mean that the file is corrupt after removing and reattaching the flash drive? If it's the latter, then are using the "safely remove" icon to detach the device?
Also, once you have corrupted the filesystem, it would be a good idea to reformat the drive to get a clean start.