Frostwire itself would not infect your computer, but if you aren't careful, things you download
using Frostwire could be malware... off of the top of my head, always avoid Frostwire files with sizes of 5611 KB and 3274 KB.
You also may find files that don't make sense that pop up regardless of what you search for. Go searching for Avril Lavigne and you'll probably fine "hot avril lavigne nude in bathroom" or something stupid like that to try and hook people...
One of the songs you downloaded could have been infected if it met any of the above criteria. The only thing I could suggest is downloading the free AVG antivirus at
http://free.avg.com -- and run a full scan and see if it finds anything. Other good programs to try are Lavasoft AdAware and Spybot Search & Destroy -- if you run searches with all three of those, you are bound to find something. You can also use this software:
www.ccleaner.com - to try and clean up any "temporary" adware that got sludged onto your computer.
Hope this helps.