There are a number of security apps available, like Malwarebytes, Lookout, AVG, and Avast, just to name a few. If one of them doesn't find anything, another one might. But you might not have actual malware--you might just be getting these other files downloaded when you download the movies. Malware has to be actually installed by you, so as long as you never accepted any kind of app installation from that website, it's unlikely you have an actual malware app installed. I would delete all of those odd files and either avoid the site, or do the following test: make sure the documents directory is clear of unwanted files, wait a few days, then download a movie from that site. Then check the documents directory again. If you have more unwanted files, then it's the website that's the culprit. If you don't see the unwanted files, keep checking after each subsequent download, since it might not happen each time.