How to check my computer after I downloaded a suspicious, possibly malicious app?

How to check my computer after I downloaded a suspicious, possibly malicious app? I downloaded an app from the app store in order to convert a wmv to mp4. After I downloaded it and installed and opened it, weird things started happening that make it very suspicious. I moved the app to the trash, but had to put in my admin password. That makes me very nervous! Is there some way to check my macbook for viruses, malware, and spyware right away?