Pop up opens and auto downloads a file?

Hey guys, I'm a bit anxious about this.
A bit ago I was searching for some websites, and when I clicked one of them, a pop up opened up, there was a small window saying somethingIdon't remember, and a OK! button. But I couldn't exit chrome , so i clicked okay and immediately closed chrome, but a download started, with a weirdly named file. I went to download manager to stop the download, but couldn't find it. After all, a weird icon appeared at the notification bar and it disappeared, looked like a p, like 2 rectangles forming a P. I searched everywhere for the file, but there was nothing. I decided to reset my phone (totally) but left my memory card inside.
What could it be, am I safe now?
Advice, please!