Never, ever believe any web site that tells you to download Flash, Shockwave, Java, or any type of "codec" because you need it to view something.
Shockwave is essentially dead. I haven't installed it for years and have yet to run across a site that requires it. Java it all but dead. Oracle has announced its development is being discontinued. Flash is also in the almost dead category, but there are still many sites out there that require it to function as expected. It'll be that way until browsers stop supporting it in favor of HTML5.
There's no such thing as a blue screen of death in a browser window. I know that's what you saw and what it said, but a BSOD is a severe hardware or software fault in older versions of Windows that would cause the blue screen to appear along with the hexadecimal memory value or other message that caused it. The only way out of one is to reboot the computer. Yours didn't do that, it just used the common JavaScript trick to put that web page in a loop so you couldn't close it.
More concerning is what else may have been installed with that fake Flash installer. The Flash Player should only ever be acquired from Adobe. Any other site that says you need it and offers to download it directly from them rather than directing you to Adobe's site should automatically be considered to by lying.
Not knowing what else may have been installed, you should strongly consider backing up your personal data, then erasing the drive and restoring your last backup before any of this happened.