Nasty Virus

I was trying to get a cheat for call of duty modern warfare 3 to work called mega unlocker, apparently I downloaded 2 different versions, and when I opened one, all of my programs were deleted, got a black desktop background and my homepaged changed. Would it be better to do a reformat? I have already deleted the virus by getting a different antivirus but I dont know if it injected something into my hard drive. Is there an antivirus that I can individually set to ignore certain files instead of disabling the whole antivirus, because some hacks come up as a virus when they in fact are not, thanks