Unfortunately, you got tricked into downloading a fake Flash Player installer. Because of Flash Player's ubiquity, it's a popular target for impersonation by malware authors.
Please always download software directly from the manufacturer, and/or opt-in to automatic updates:
http://get.adobe.com/flashplayer
In terms of cleaning up the mess, it depends on your paranoia level and what you do with the machine. If it was my personal machine, I'd back up my important files, wipe the disk and reinstall everything from pristine sources. If it's just the machine that you goof around with Facebook on, you might opt for a good anti-virus and anti-malware scan, and/or restore from a backup before you downloaded the fake installer.