My computer shows I have a virus?

I am using a Dell windows computer, & my computer keeps telling me I have a virus called a "Trojan downloader" but I did a full scan on Malwarebytes & said I only had 1 virus, which was some random one I didn't know about. So I deleted it. But my computer keeps saying there's a Trojan downloader active on my computer!! & the only thing I've downloaded so far on my computer was a game called, "maplestory". Could this be a false virus, cause this is just from the anti-virus that comes with windows... Which is really crappy...