How did this occur?

I was using two laptops at once. The first one was sat beside me displaying facebook while I was building a website on the other.
I wasn't even touching the one with facebook on when all of a sudden my AVG anti virus pops up with a threat.
The pop up listed about 4 or 5 viruses in the AppData folder. So I just clicked 'Remove selected files' but nothing happened or changed.
My laptop suddenly went berserk, I kept getting pop-ups saying 'Application cannot open ***.exe is infected'
I just spent the last hour or so removing the virus and getting my laptop back to a normal state.

I was wondering how this virus got on my system. Like I said, the only website open at the time was Facebook and I wasn't downloading or running anything.

Any ideas?

There are face book viruses running around right now, that might be why you got a virus.

Do you think I should change my facebook password now?

maybe... You should to be safe, but I don't think it steals your Pwd.

Edit: Not making any guaranties about that's were you got the Virus, but yeah.

If you remember the name of the virus that AVG reported, you should try googling that and see what's up. If you can't remember the name, AVG probably has a log somewhere, that has the name recorded.