I looked up the Phonzy thing, and Google spat me out a bunch of things, some of which claim it is a false alarm from Windows Defender, others it isn't anything to be worried over. I'm assuming in this case, it was a false alarm.
I saw someone on reddit give a link to a page called VirusTotal, which you upload a file to the site and it scans whatever you give it. Though I haven't used it myself, I've seen people use it in the past, so I know it's real.
You might have downloaded something that wasn't the game at first, so I would have no idea.