Malicious software in Music App files.

I have a screenshot but it may violate copyright laws. I had music downloaded to my library and at least two of the files appeared to be anything but what the artist intended. When I discovered them I noticed one had the title Malware.exe. I later searched for this song on the App but it returned a response that saix it was prohibited. Many of the music tracks were almost impossible to read because they were covered in such a saturated red box so maybe that was a tell.