My Folders turned into exe files

Hi everybody,

I don't know what happened to my Mac today, i assumed it's a virus but the strange here is that virus is only affect Windows OS. The story is, I have a friend, she borrowed my camera, as she returned it, i was on boot camp and was using Windows for gaminng, i plugged my camera and delete photos that my friend has taken. I noticed nothing strange and i didn't have any Anti-virus program on Windows. Until i login to my Mac, i see all of the folders on my Macintosh HD drive is now exe files. I can still access these folders by using the "Go" option on the Menu Bar. I downloaded Kaspersky and scan for viruses, it showed that the drive is infected with Worm.Win32.Autorun.gvy. If i try to delete the file, it also delete the whole Folder which causes my Mac to crash and need to restart.

Here is the picture